In honey bees (Apis mellifera) the behaviorally and reproductively distinct queen and worker female castes derive from the same genome as a result of differential intake of royal jelly and are implemented in concert with DNA methylation. To determine if these very different diet-controlled phenotypes correlate with unique brain methylomes, we conducted a study to determine the methyl cytosine (mC) distribution in the brains of queens and workers at single-base-pair resolution using shotgun bisulfite sequencing technology. The whole-genome sequencing was validated by deep 454 sequencing of selected amplicons representing eight methylated genes. We found that nearly all mCs are located in CpG dinucleotides in the exons of 5,854 genes showing greater sequence conservation than non-methylated genes. Over 550 genes show significant methylation differences between queens and workers, revealing the intricate dynamics of methylation patterns. The distinctiveness of the differentially methylated genes is underscored by their intermediate CpG densities relative to drastically CpG-depleted methylated genes and to CpG-richer non-methylated genes. We find a strong correlation between methylation patterns and splicing sites including those that have the potential to generate alternative exons. We validate our genome-wide analyses by a detailed examination of two transcript variants encoded by one of the differentially methylated genes. The link between methylation and splicing is further supported by the differential methylation of genes belonging to the histone gene family. We propose that modulation of alternative splicing is one mechanism by which DNA methylation could be linked to gene regulation in the honey bee. Our study describes a level of molecular diversity previously unknown in honey bees that might be important for generating phenotypic flexibility not only during development but also in the adult post-mitotic brain.