Widespread adaptation of liquid biopsy for the early detection of cancer has yet to reach clinical utility. Circulating tumor DNA is commonly detected though the presence of genetic alterations, but only a minor fraction of tumor-derived cell-free DNA (cfDNA) fragments exhibit mutations. The cellular processes occurring in cancer development mark the chromatin. These epigenetic marks are reflected by modifications in the cfDNA methylation, fragment size, and structure. In this review, we describe how going beyond DNA sequence information alone, by analyzing cfDNA epigenetic and immune signatures, boosts the potential of liquid biopsy for the early detection of cancer.