Epigenetic factors such as DNA methylation act as mediators in the interaction between genome and environment. Variation in the epigenome can both affect phenotype and be inherited, and epigenetics has been suggested to be an important factor in the evolutionary process. During domestication, dogs have evolved an unprecedented between-breed variation in morphology and behavior in an evolutionary short period. In the present study, we explore DNA methylation differences in brain, the most relevant tissue with respect to behavior, between wolf and dog breeds. We optimized a combined method of genotype-by-sequencing (GBS) and methylated DNA immunoprecipitation (MeDIP) for its application in canines. Genomic DNA from the frontal cortex of 38 dogs of 8 breeds and three wolves was used. GBS and GBS-MeDIP libraries were prepared and sequenced on Illuma HiSeq2500 platform. The reduced sample represented 1.18 ± 0.4% of the total dog genome (2,4 billion BP), while the GBS-MeDIP covered 11,250,788 ± 4,042,106 unique base pairs. We find substantial DNA methylation differences between wolf and dog and between the dog breeds. The methylation profiles of the different groups imply that epigenetic factors may have been important in the speciation from dog to wolf, but also in the divergence of different dog breeds. Specifically, we highlight methylation differences in genes related to behavior and morphology. We hypothesize that these differences are involved in the phenotypic variation found among dogs, whereas future studies will have to find the specific mechanisms. Our results not only add an intriguing new dimension to dog breeding but are also useful to further understanding of epigenetic involvement.