Reprogramming of adipocyte function in obesity is implicated in metabolic disorders like type 2 diabetes. Here, we used the pig, an animal model sharing many physiological and pathophysiological similarities with humans, to perform in-depth epigenomic and transcriptomic characterization of pure adipocyte fractions. Using a combined DNA methylation capture sequencing and Reduced Representation bisulfite sequencing (RRBS) strategy in 11 lean and 12 obese pigs, we identified in 3529 differentially methylated regions (DMRs) located at close proximity to-, or within genes in the adipocytes. By sequencing of the transcriptome from the same fraction of isolated adipocytes, we identified 276 differentially expressed transcripts with at least one or more DMR. These transcripts were over-represented in gene pathways related to MAPK, metabolic and insulin signaling. Using a candidate gene approach, we further characterized 13 genes potentially regulated by DNA methylation and identified putative transcription factor binding sites that could be affected by the differential methylation in obesity. Our data constitute a valuable resource for further investigations aiming to delineate the epigenetic etiology of metabolic disorders.