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DNA methylation data offers valuable insights into various aspects of mammalian biology. The recent introduction and large-scale application of the mammalian methylation array has significantly expanded the availability of such data across conserved sites in many mammalian species. In our study, we consider 13,245 samples profiled on this array encompassing 348 species and 59 tissues from 746 species-tissue combinations. While having some coverage of many different species and tissue types, this data captures only 3.6% of potential species-tissue combinations. To address this gap, we developed CMImpute (Cross-species Methylation Imputation), a method based on a Conditional Variational Autoencoder, to impute DNA methylation for non-profiled species-tissue combinations. In cross-validation, we demonstrate that CMImpute achieves a strong correlation with actual observed values, surpassing several baseline methods. Using CMImpute we imputed methylation data for 19,786 new species-tissue combinations. We believe that both CMImpute and our imputed data resource will be useful for DNA methylation analyses across a wide range of mammalian species.