Neoadjuvant chemotherapy (NAC) is used to treat triple-negative breast cancer (TNBC) prior to resection. Biomarkers that accurately predict a patient's response to NAC are needed to individualise therapy and avoid chemotoxicity from unnecessary chemotherapy. We performed whole-genome DNA methylation profiling on diagnostic TNBC biopsy samples from the Sequential Evaluation of Tumours Undergoing Preoperative (SETUP) NAC study. We found 9 significantly differentially methylated regions (DMRs) at diagnosis which were associated with response to NAC. We show that 4 of these DMRs are associated with TNBC overall survival (P < 0.05). Our results highlight the potential of DNA methylation biomarkers for predicting NAC response in TNBC.