Background: Bean pyralid is an important leaf-feeding insect which affects soybean production. DNA methylation can control the networks of gene expressions, and it plays an important role in the growth, development, and responses to biotic stress. However, the genome-wide DNA methylation profile of the soybean resistance to bean pyralid has not been reported so far. Results: Using whole-genome bisulfite sequencing (WGBS) and RNA-sequencing (RNA-seq), we analysed the highly resistant material (Gantai-2-2) and highly susceptible material (Wan82-178), under the conditions of 0 h and 48 h feeding by bean pyralid larvae, to clarify the molecular mechanism of the soybean resistance and explore its insect-resistant genes. We identified 2,194, 6,872, 39,704, and 40,018 differentially methylated regions (DMRs), as well as 497, 1,594, 9,596, and 9,554 differentially methylated genes (DMGs) in the HRK0/HRK48, HSK0/HSK48, HSK0/HRK0, and HSK48/HRK48 comparisons, respectively. We found that 265 differentially expressed genes (DEGs) were negatively correlated with the DMGs, there were 34, 49, 141, and 116 negatively correlated genes in the HRK0/HRK48, HSK0/HSK48, HSK0/HRK0, and HSK48/HRK48 comparisons, respectively. The MapMan cluster analysis results indicated that negatively correlated genes in the pathways, such as protein biosynthesis and modification; primary metabolism; secondary metabolism; cell cycle, cell structure and component; RNA biosynthesis and processing, and so on. Finally, the PS-PCR and qRT-PCR were used to validate the expression patterns of several genes and the results showed an excellent agreement with deep sequencing. Conclusions: Through the analysis of global methylation and transcription, we speculated that the expression levels of CRK40; CRK62; STK; L-type lectin-domain containing receptor kinase VIII.2; CesA; CSI1; fimbrin-1; KIN-14B; KIN-14N; KIN-4A; cytochrome P450 81E8; BEE1; ERF; SPATULA; bHLH25; bHLH79; GATA26, were regulated by methylation, and they may potentially play important roles in the soybean responses to bean pyralid larvae. Our results laid a foundation for revealing the occurrence mechanism of soybean response to bean pyralid at the level of DNA methylation.