Monozygotic (MZ) twins and higher-order multiples arise when a zygote splits during pre-implantation stages of development. The mechanisms underpinning this event have remained a mystery. Because MZ twinning rarely runs in families, the leading hypothesis is that it occurs at random. Here, we show that MZ twinning is strongly associated with a stable DNA methylation signature in adult somatic tissues. This signature spans regions near telomeres and centromeres, Polycomb-repressed regions and heterochromatin, genes involved in cell-adhesion, WNT signaling, cell fate, and putative human metastable epialleles. Our study also demonstrates a never-anticipated corollary: because identical twins keep a lifelong molecular signature, we can retrospectively diagnose if a person was conceived as monozygotic twin.