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Glioblastomas are characterized by transcriptionally distinct subtypes, but despite possible clinical relevance, their regulation remains poorly understood. The commonly used molecular classification systems for GBM all identify a subtype with high expression of mesenchymal marker transcripts, strongly associated with invasive growth. We used a comprehensive data-driven network modeling technique (augmented sparse inverse covariance selection, aSICS) to define separate genomic, epigenetic, and transcriptional regulators of glioblastoma subtypes. Our model identified Annexin A2 (ANXA2) as a novel methylation-controlled positive regulator of the mesenchymal subtype. Subsequent evaluation in two independent cohorts established ANXA2 expression as a prognostic factor that is dependent on ANXA2 promoter methylation. ANXA2 knockdown in primary glioblastoma stem cell-like cultures suppressed known mesenchymal master regulators, and abrogated cell proliferation and invasion. Our results place ANXA2 at the apex of a regulatory cascade that determines glioblastoma mesenchymal transformation and validate aSICS as a general methodology to uncover regulators of cancer subtypes.