Yoga is associated with reduced stress and increased well-being, although the molecular basis for these benefits is not clear. Mounting evidence implicates the immune response, with current studies focused on protein immune markers (such as cytokines) in clinical populations. To explore the molecular impact, this pilot study uses a subsample (n = 28) from a randomised waitlist control trial investigating the impact of an 8-week yoga intervention in a community population of women reporting psychological distress (N = 116). We measured interleukin-6 (IL-6), tumour necrosis factor (TNF) and C-reactive protein (CRP) protein levels, and the DNA methylation of these genes and the global indicator, LINE-1. Correlations between these and psychological variables were explored, identifying moderate correlations with CRP protein levels, and methylation of IL-6, CRP and LINE-1. Many cytokine samples were below detection, however a Mann-Whitney U demonstrated a trend of moderate between-group effect for elevated IL-6 in the yoga group. Methylation analyses applied cross-sectional and non-controlled longitudinal analyses. Waist-to-height ratio and age were covaried. We demonstrated reduced methylation of the TNF region in the yoga group relative to the waitlist control group. No other genes demonstrated a significant difference. Longitudinal analysis further supported these results. This study is one of the first to explore yoga and immunological markers in a non-clinical population, and is the first study to explore DNA methylation. These findings indicate that further research into molecular impact of yoga on markers of immune function is warranted, with larger studies required.