DNA methylation based biomarkers have considerable potential for molecular diagnostics, both as tumor specific biomarkers for the early detection or post-therapeutic monitoring of cancer as well as prognostic and predictive biomarkers for therapeutic stratification. Particularly in the former, the accurate estimation of DNA methylation is of compelling importance. However, quantification of DNA methylation has many traps for the unwary, especially when heterogeneous methylation comprising multiple alleles with varied DNA methylation patterns (epialleles) is present. The frequent occurrence of heterogeneous methylation as distinct from a simple mixture of fully methylated and unmethylated alleles is generally not taken into account when DNA methylation is considered as a cancer biomarker. When heterogeneous DNA methylation is present, the proportion of methylated molecules is difficult to quantify without a method that allows the measurement of individual epialleles. In this article, we critically assess the methodologies frequently used to investigate DNA methylation, with an emphasis on the detection and measurement of heterogeneous DNA methylation. The adoption of digital approaches will enable the effective use of heterogeneous DNA methylation as a cancer biomarker.