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DNA methylation is an important epigenetic regulatory form that regulates gene expression and tissue development. This study compared the effects of high fiber, low protein (HFLP) and low fiber, high protein (LFHP) diets on the DNA methylation profile of twin lambs’ muscles, their effect on glycolysis/gluconeogenesis and related pathways by transcriptome and deep whole-genome bisulfite sequencing (WGBS). Results identified 1,945 differentially methylated regions (DMRs) and 1,471 differentially methylated genes (DMGs). Also, 487 differentially expressed transcripts belonging to 368 differentially expressed genes (DEGs) were discovered between the twin lambs under different diets. Eleven overlapped genes were detected between the DEGs and the DMGs. FKBP5 and FOXO1 were detected to be significantly different. The FOXO1 regulated cAMP and the glycolysis/gluconeogenesis pathways. The glycolysis/gluconeogenesis, and the FOXO pathways were significantly enriched. The expressions of HOMER1 and FOXO1 in the HFLP group were significantly higher than those in the LFHP group. There is a significant correlation between the upregulated gene expression and hypomethylation of HOMER1 and FOXO1 gene in HFLP group. The results showed that FOXO1 induces PDK4 expression in muscle while regulating FKBP5 activity, which stimulates glucose production by activating specific gluconeogenesis target genes. The FOXO1 was able to regulate the glucose metabolism, the cAMP and the occurrence of glycolysis/gluconeogenesis pathways. This study showed that feed type can affect the methylation levels of the glycolysis related gluconeogenesis genes and interaction pathways, providing new ideas for a better understanding of the regulation of muscle energy metabolism and feed development.