MOTIVATION: Deoxyribonucleic acid (DNA) methylation plays a crucial role in human health. Studies have demonstrated associations between DNA methylation and environmental factors with evidence also supporting the idea that DNA methylation may modify the risk of environmental factors on health outcomes. However, due to high dimensionality and low study power, current studies usually focus on finding differential methylation on health outcomes at CpG level or gene level combining multiple CpGs and/or finding environmental effects on health outcomes but ignoring their interactions on health outcomes. Here we introduce the idea of a pseudo-data matrix constructed with cross-product terms between CpGs and environmental factors that are able to capture their interactions. We then develop a powerful and flexible weighted distance-based method with the pseudo-data matrix where association strength was used as weights on CpGs, environmental factors and their interactions to up-weight signals and down-weight noises in distance calculations. RESULTS: We compared the power of this novel approach and several comparison methods in simulated datasets and the Mothers and Newborns birth cohort of the Columbia Center for Children's Environmental Health to determine whether prenatal polycyclic aromatic hydrocarbons interacts with DNA methylation in association with Attention Deficit Hyperactivity Disorder and Mental Development Index at age 3. AVAILABILITY AND IMPLEMENTATION: An R code for the proposed method Dw-M-E-int together with a tutorial and a sample dataset is available for downloading from http://www.columbia.edu/∼sw2206/softwares.htm. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.