Honey bees have a very interesting phenomenon where the larval diets of two different honey bee species are exchanged, resulting in altered phenotypes, namely, a honey bee nutritional crossbreed. This is a classical epigenetic process, but its underlying mechanisms remain unclear. This study aims to investigate the contribution of DNA methylation to the phenotypic alternation of a Apis mellifera–Apis cerana nutritional crossbreed. We used a full nutritional crossbreed technique to rear A. cerana queens by feeding their larvae with A. mellifera royal-jelly-based diets in an incubator. Subsequently, we compared genome-wide methylation sequencing, body color, GC ratio, and the DMRs between the nutritional crossbreed, A. cerana queens (NQs), and control, A. cerana queens (CQs). Our results showed that the NQ’s body color shifted to yellow compared to the black control queens. Genome methylation sequencing revealed that NQs had a much higher ratio of mCG than that of CQs. A total of 1020 DMGs were identified, of which 20 DMGs were enriched into key pathways for melanin synthesis, including tryptophan, tyrosine, dopamine, and phenylalanine KEGG pathways. Three key differentially methylated genes [OGDH, ALDH(NAD+) and ALDH7] showed a clear, altered DNA methylation in multiple CpG islands in NQs compared to CQs. Consequently, these findings revealed that DNA methylation participates in A. cerana–A. mellifera nutritional crossbreeding as an important epigenetic modification. This study serves as a model of cross-kingdom epigenetic mechanisms in insect body color induced by environmental factors.