Interaction between transcription factors (TFs) and DNA plays a key role in regulating gene expression. It is generally believed that these interactions are controlled through recognition of DNA core motifs by TFs. Nevertheless, several studies pointed out the limitation of this view, in particular, DNA sequence variants influencing TF binding are often located outside of core motifs. One possible explanation is that the physical properties of DNA may play a role in TF-DNA interactions. Recent studies have supported the importance of DNA shape features, especially in flanking regions of core motifs. Another important physical property of DNA is DNA breathing, the spontaneous opening of double-stranded DNA through thermal motions. But there have been few genomic studies of the role of DNA breathing in TF-DNA interactions. In this work, we analyzed in vitro TF-DNA binding data of three TFs and found that DNA breathing features inside or near core motifs are correlated with binding affinity. This suggests that these TFs may prefer locally and temporally melted DNA formed through breathing. We extended the analysis to 44 TFs with in vivo ChIP-seq binding data. We found that for a large proportion of TFs, their breathing features in or near core motifs are associated with binding, but the sign and magnitude of these associations vary substantially across TF families. Altogether, our study supports the hypothesis that DNA breathing features near binding motifs contribute to TF-DNA interactions.