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Goldfish are one of the most popular models for studying the genetic diversity of skin color. Transcriptome sequencing (RNA-seq) and whole genome bisulfate sequencing (WGBS) of skin tissues from the third filial (F3) cyan (CN), black (BK), and white (WH) goldfish were conducted to analyze the molecular mechanism of color transformation in fish. The RNA-seq yielded 56 Gb of clean data and 56,627 transcripts from nine skin samples. The DEGs (differentially expressed genes) were enriched in cell junction cellular components and the tight junction pathway. Ninety-five homologs of the claudin family were predicted and 16 claudins were identified in correlation with skin color transformation. WGBS yielded 1079 Gb of clean data from 15 samples. Both the DEGs and the DMRs (differentially methylated regions) in the BK_CN group were found to be enriched in cytoskeleton reorganization and vesicle trafficking. Masson staining and TEM (transmission electron microscopy) confirmed the varied distribution and processes of melanosome/melanin in skin tissues. Our results suggested that cytoskeleton reorganization, cell junction, and the vesicle trafficking system played key roles in the transfer of the melanosome/melanin, and it was the extracellular translocation rather than the biosynthesis or metabolism of the melanin process that resulted in the color transformation of cyan goldfish. The data will facilitate the understanding of the molecular mechanisms underlying dynamic skin color transformation in goldfish.