Deeply virtual Compton scattering gives access to the generalized parton distributions that encode the information on the transverse position of quarks and gluons in the proton with dependence on their longitudinal momentum. In anticipation of the high-precision experimental data in a broad kinematic range from the Electron-Ion Collider, we have calculated the two-loop, next-to-next-to-leading order (NNLO) deeply virtual Compton scattering coefficient functions associated with the dominant Compton form factors H and epsilon at large energies. The NNLO correction to the imaginary part of H appears to be rather large, up to factor 2 at the input scale Q(2) = 4 GeV2 for simple generalized parton distribution models, due to a cancellation between quark and gluon contributions.