In this retrospective pilot study, the DNA-methylation status of genes that have been demonstrated to be involved in melanoma carcinogenesis was analyzed in order to identify novel biomarkers for the risk assessment of melanoma patients. We analyzed DNA extracted from punch-biopsies from 68 formalin-fixed paraffin-embedded (FFPE) melanoma specimens. Using MethyLight PCR, we examined 20 genes in specimens from a training set comprising 36 melanoma patients. Selected candidate genes were validated in a test set using FFPE tissue samples from 32 melanoma patients. First, we identified the TNFRSF10D DNA-methylation status (TNFRSF10D methylated vs. unmethylated) as a prognostic marker for overall (p = 0.001) and for relapse-free survival (p = 0.008) in the training set. This finding was confirmed in the independent test set (n = 32; overall survival p = 0.041; relapse-free survival p = 0.012). In a multivariate Cox-regression analysis including all patients, the TNFRSF10D DNA-methylation status remained as the most significant prognostic parameter for overall and relapse-free survival (relative-risk (RR) of death, 4.6 (95% CI: 2.0–11.0; p < 0.001), RR of relapse, 7.2 (95% CI: 2.8–18.3; p < 0.001)). In this study, we demonstrate that TNFRSF10D DNA-methylation analysis of a small tissue-punch from archival FFPE melanoma tissue is a promising approach to provide prognostic information in patients with melanoma.