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Acute lymphoblastic leukemia (ALL) is the most prevalent cancer in children, and despite considerable progress in treatment outcomes, relapses still pose significant risks of mortality and long-term complications. To address this challenge, we employed a supervised machine learning technique, specifically random survival forests, to predict the risk of relapse and mortality using array-based DNA methylation data from a cohort of 763 pediatric ALL patients treated in Nordic countries. The relapse risk predictor (RRP) was constructed based on 16 CpG sites, demonstrating c-indexes of 0.667 and 0.677 in the training and test sets, respectively. The mortality risk predictor (MRP), comprising 53 CpG sites, exhibited c-indexes of 0.751 and 0.754 in the training and test sets, respectively. To validate the prognostic value of the predictors, we further analyzed two independent cohorts of Canadian (n = 42) and Nordic (n = 384) ALL patients. The external validation confirmed our findings, with the RRP achieving a c-index of 0.667 in the Canadian cohort, and the RRP and MRP achieving c-indexes of 0.529 and 0.621, respectively, in an independent Nordic cohort. The precision of the RRP and MRP models improved when incorporating traditional risk group data, underscoring the potential for synergistic integration of clinical prognostic factors. The MRP model also enabled the definition of a risk group with high rates of relapse and mortality. Our results demonstrate the potential of DNA methylation as a prognostic factor and a tool to refine risk stratification in pediatric ALL. This may lead to personalized treatment strategies based on epigenetic profiling.