With the rapid development of aquaculture, more and more fish species from wild environments are artificially domesticated and cultured. In the process of domestication, the fish develop some adaptations and phenotypic traits, namely selection signatures. However, it is still unclear about the biological process underlying these selection signatures. Here, we used grass carp (Ctenopharyngodon idellus), an aquaculture fish with the largest production worldwide, to detect its selection signatures and investigate the roles of DNA methylation in the emergence of selection signatures during domestication based on whole-genome bisulfite sequencing technology. Our results showed that domesticated grass carp demonstrated four selection signatures, including growth and metabolism, immunity, foraging and learning behaviors, and 38 candidate genes were associated with these traits. 16 of candidate genes, such as IGF-1, GK, GYS1, etc., were found to play major roles in the growth and metabolism. Immunity signature was related to 11 of candidate genes, including MHCI, MHCII, C1QA, etc. The GRM1, TAS1R1 and TAS1R3 genes were essential for the adaptation of domesticated grass carp to commercial feed in artificial rearing condition. The C-FOS, POMC and CBP genes might be responsible for the acquisition of novel feeding habits and contribute to faster growth indirectly by enhancing food intake. These findings would provide new insights to expand our understanding on the role of DNA methylation in shaping physiological phenotypes in fish, and also contribute to efficient breeding of aquaculture stocks and restocking programs.