Abstract The evolving field of multi-omics combines data and provides methods for simultaneous analysis across several omics levels. Here, we integrated genomics (transmitted and non-transmitted polygenic scores [PGSs]), epigenomics, and metabolomics data in a multi-omics framework to identify biomarkers for Attention-Deficit/Hyperactivity Disorder (ADHD) and investigated the connections among the three omics levels. We first trained single- and next multi-omics models to differentiate between cases and controls in 596 twins (cases = 14.8%) from the Netherlands Twin Register (NTR) demonstrating reasonable in-sample prediction through cross-validation. The multi-omics model selected 30 PGSs, 143 CpGs, and 90 metabolites. We confirmed previous associations of ADHD with glucocorticoid exposure and the transmembrane protein family TMEM , show that the DNA methylation of the MAD1L1 gene associated with ADHD has a relation with parental smoking behavior, and present novel findings including associations between indirect genetic effects and CpGs of the STAP2 gene. However, out-of-sample prediction in NTR participants ( N  = 258, cases = 14.3%) and in a clinical sample ( N  = 145, cases = 51%) did not perform well (range misclassification was [0.40, 0.57]). The results highlighted connections between omics levels, with the strongest connections between non-transmitted PGSs, CpGs, and amino acid levels and show that multi-omics designs considering interrelated omics levels can help unravel the complex biology underlying ADHD.