Summary: Pre- to post-implantation transition is an essential step for early mammalian development. The epigenome dynamics such as DNA methylome and transcriptome of embryos have been analyzed, while the coordination between these two molecular layers controlling lineage fate remained elusive. Here, with a multidimensional profiling of peri-implantation embryos, we present the emerging lineage-specific DNA methylation (DNAme) patterns across species. The maternal and paternal DNA methylation levels exhibit differential dynamics in transposon elements. Genes with lineage-specific unmethylated promoters early in development retain this state and are expressed later, suggesting a role in lineage fate determination. By measuring both molecular dimensions simultaneously in individual developing cells, we identified a group of gene promoters with positive correlation between DNAme and RNAex along epiblast development. Functional validation suggested DNAme at these promoters contributes to non-canonical DNAme-RNAex dynamics, potentially via complex TF-mediated or epigenetic regulation. This study provides clues for understanding molecular regulation of peri-implantation embryogenesis.