Epigenetic therapy is emerging as a potential therapy for solid tumors. To investigate its mechanism of action, we performed integrative expression and methylation analysis of 63 cancer cell lines (breast, colorectal, and ovarian) after treatment with the DNA methyltransferase inhibitor 5-azacitidine (AZA). Gene Set Enrichment Analysis demonstrated significant enrichment for immunomodulatory pathways in all three cancers (14.4-31.3%) including interferon signaling, antigen processing and presentation, and cytokines/chemokines. Strong upregulation of cancer testis antigens was also observed. An AZA IMmune gene set (AIMs) derived from the union of these immunomodulatory pathway genes classified primary tumors from all three types into “high” and “low” AIM gene expression subsets in tumor expression data from both TCGA and GEO. Samples from selected patient biopsies showed upregulation of AIM genes after treatment with epigenetic therapy. These results point to a broad immune stimulatory role for DNA demethylating drugs in multiple cancers.