Regulation of gene expression by DNA methylation in gene promoter regions is well-studied; however, the effects of methylation in the gene body (exons and introns) on gene expression are comparatively understudied. Recently, hyper-methylation has been implicated in the inclusion of alternatively spliced exons; moreover, exon recognition can be enhanced by recruiting the methyl-CpG-binding protein (MeCP2) to hyper-methylated sites. This study examines if methylation status of an intron is correlated with how frequently the intron is retained during splicing using DNA methylation and RNA sequencing (RNA-seq) data from breast cancer tissue specimens in The Cancer Genome Atlas (TCGA). Interestingly, hypo-methylation of introns is correlated with higher levels of intron expression in mRNA and the methylation level of an intron is inversely correlated with its retention in mRNA from the gene in which it is located. Furthermore, significant population differences were observed in the methylation level of retained introns: In African-American donors, retained introns were not only less methylated compared to European-American donors, but also were more highly expressed. This underscores the need for understanding epigenetic differences in populations and their correlation with breast cancer is an important step toward achieving personalized cancer care.