Social insects provide systems for studying epigenetic regulation of phenotypes, particularly with respect to differentiation of reproductive and worker castes, which typically arise from a common genetic background. The role of gene expression in caste specialization has been extensively studied, but the role of DNA methylation remains controversial. Here, we perform well replicated, integrated analyses of DNA methylation and gene expression in brains of an ant (Formica exsecta) with distinct female castes using traditional approaches (tests of differential methylation) combined with a novel approach (analysis of co-expression and co-methylation networks). We found differences in expression and methylation profiles between workers and queens at different life stages, as well as some overlap between DNA methylation and expression at the functional level. Large portions of the transcriptome and methylome are organized into "modules" of genes, some significantly associated with phenotypic traits of castes and developmental stages. Several gene co-expression modules are preserved in co-methylation networks, consistent with possible regulation of caste-specific gene expression by DNA methylation. Surprisingly, brain co-expression modules were highly preserved when compared with a previous study that examined whole-body co-expression patterns in 16 ant species, suggesting that these modules are evolutionarily conserved and for specific functions in various tissues. Altogether, these results suggest that DNA methylation participates in regulation of caste specialization and age-related physiological changes in social insects.