The genes and genomes of insect pests are shaped by the wide array of selective forces encountered in their environments. While the molecular adaptations that evolve are beginning to be understood at the genomic and transcriptomic level, they have been less well characterized at an epigenetic level. Here, we present a genome-wide map of DNA methylation at single-nucleotide resolution for the cotton bollworm moth, Helicoverpa armigera, a globally invasive pest of agriculture. We show that methylation is almost identical in the larvae and adults of H. armigera and that, through whole-genome bisulfite sequencing (WGBS), at the most ∼0.9% of CpG sites in this species are methylated. We find that DNA methylation occurs primarily in exons, is positively correlated with gene expression, and that methylated genes are enriched for cellular “housekeeping” roles. H. armigera has an exceptional capacity for long-range migration. To explore the role of methylation in influencing the migratory phenotype of H. armigera, we performed targeted bisulfite sequencing on selected loci from 16 genes that were differentially expressed between adult moths exhibiting distinct flight performance in behavioral assays. While most CpG sites in these genes were not methylated between flight phenotypes, we identified hypermethylation in a demethylase (KDM4) that targets lysine-specific histone modifications, which are strongly associated with transcription and methylation. The H. armigera methylome provides new insights into the role of DNA methylation in a noctuid moth and is a valuable resource for further research into the epigenetic control of adaptive traits in this important pest.