Background: Clinical trials have shown zoledronic acid as a potent bisphosphonate in preventing bone loss, but with varying potency between patients. Human osteoclasts ex vivo reportedly displayed a variable sensitivity to zoledronic acid > 200-fold, determined by the half-maximal inhibitory concentration (IC50), with cigarette smoking as one of the reported contributors to this variation. To reveal the molecular basis of the smoking-mediated variation on treatment sensitivity, we performed a DNA methylome profiling on whole blood cells from 34 healthy female blood donors. Multiple regression models were fitted to associate DNA methylation with ex vivo determined IC50 values, smoking, and their interaction adjusting for age and cell compositions. Results: We identified 59 CpGs displaying genome-wide significance (p < 1e−08) with a false discovery rate (FDR) < 0.05 for the smoking-dependent association with IC50. Among them, 3 CpGs have p < 1e−08 and FDR < 2e−03. By comparing with genome-wide association studies, 15 significant CpGs were locally enriched (within < 50,000 bp) by SNPs associated with bone and body size measures. Furthermore, through a replication analysis using data from a published multi-omics association study on bone mineral density (BMD), we could validate that 29 out of the 59 CpGs were in close vicinity of genomic sites significantly associated with BMD. Gene Ontology (GO) analysis on genes linked to the 59 CpGs displaying smoking-dependent association with IC50, detected 18 significant GO terms including cation:cation antiporter activity, extracellular matrix conferring tensile strength, ligand–gated ion channel activity, etc. Conclusions: Our results suggest that smoking mediates individual sensitivity to zoledronic acid treatment through epigenetic regulation. Our novel findings could have important clinical implications since DNA methylation analysis may enable personalized zoledronic acid treatment.