Background: Early detection at the localized stage is pivotal for the successful treatment of various cancer types. Although several cancers already have routine screening approaches, the comprehensive utilities are impeded for various reasons, e.g., low accuracy, high cost, limited availability of required facilities, especially in the developing countries. Therefore, an accurate, cost-effective, and non-invasive test for multiple major cancer screening is in high demand. We previously reported a cfDNA methylation test, which can detect five major cancer types with high specificity and sensitivity, especially at the early stage (stage I). These five major cancers, including lung cancer (LC), breast cancer (BC), colorectal cancer (CRC), gastric cancer (GC), and esophageal cancer (EC), account for 56% of new cancer cases and 60% of cancer-related deaths yearly in China. Here, we report the result in an independent cohort as a further validation of this multi-cancer screening test. Methods: The high-throughput targeted methylation profiling platform, Aurora, was used to analyze the plasma samples from an independent retrospective cohort containing 505 healthy controls and ̃200 cases for each cancer type. A locked model based on our previous pilot study (reported in AACR 2020 and 2021) was applied to this data set to assess the overall performance. Results: The Area Under Curves (AUC) of the classifier for LC, BC, CRC, GC and EC are 97.3%, 96.2%, 92.0%, 94.0% and 93.5%, respectively. At a fixed specificity of 99%, the sensitivities for LC, BC, CRC, GC and EC are 84%, 75%, 82%, 85% and 78%, respectively. Conclusions: A methylation blood test for five major cancer screening has been validated in a large retrospective cohort. Its high sensitivity for each cancer type, especially at the early stage (stage I), and easy to use suggests it can be implemented in real clinical world. A large prospective clinical trial is undergoing to further validate this test in asymptomatic populations.