Background: Soft-tissue sarcomas (STS) are a heterogeneous group of mesenchymal tumors for which response to immunotherapies is not well established. Therefore, it is important to risk-stratify and identify STS patients who will most likely benefit from these treatments. Results: To reveal shared and distinct methylation signatures present in STS, we performed unsupervised deconvolution of DNA methylation data from the TCGA sarcoma and an independent validation cohort. We showed that leiomyosarcoma can be subclassified into three distinct methylation groups. More importantly, we identified a component associated with tumor-infiltrating leukocytes, which suggests varying degrees of immune cell infiltration in STS subtypes and an association with prognosis. We further investigated the genomic alterations that may influence tumor infiltration by leukocytes including RB1 loss in undifferentiated pleomorphic sarcomas and ELK3 amplification in dedifferentiated liposarcomas. Conclusions: In summary, we have leveraged unsupervised methylation-based deconvolution to characterize the immune compartment and molecularly stratify subtypes in STS, which may benefit precision medicine in the future.