Using data on 680 patients from the GAW20 real data set, we conducted Mendelian randomization (MR) studies to explore the causal relationships between methylation levels at selected probes (cytosine-phosphate-guanine sites [CpGs]) and high-density lipoprotein (HDL) changes (ΔHDL) using single-nucleotide polymorphisms (SNPs) as instrumental variables. Several methods were used to estimate the causal effects at CpGs of interest on ΔHDL, including a newly developed method that we call constrained instrumental variables (CIV). CIV performs automatic SNP selection while providing estimates of causal effects adjusted for possible pleiotropy, when the potentially-pleiotropic phenotypes are measured. For CpGs in or near the 10 genes identified as associated with ΔHDL using a family-based VC-score test, we compared CIV to Egger regression and the two-stage least squares (TSLS) method. All 3 approaches selected at least 1CpG in 2 genes-RNMT;C18orf19 and C6orf141-as showing a causal relationship with ΔHDL.