Albino became a novel kind of tea cultivar in China recently. In this study, transcriptome and whole-genome bisulfite sequencing (WGBS) were employed to investigate the shading effects on leaf color conversion and biosynthesis of three major secondary metabolites in the albino tea cultivar "Yujinxiang". The increased leaf chlorophyll level was likely the major cause for shaded leaf greening from young pale or yellow leaf. In comparison with the control, the total catechin level of the shading group was significantly decreased and the abundance of caffeine was markedly increased, while the theanine level was nearly not influenced. Meanwhile, differentially expressed genes (DEGs) enriched in some biological processes and pathways were identified by transcriptome analysis. Furthermore, whole-genome DNA methylation analysis revealed that the global genomic DNA methylation patterns of the shading period were remarkably altered in comparison with the control. In addition, differentially methylated regions (DMRs) and the DMR-related DEG analysis indicated that the DMR-related DEGs were the critical participants in biosynthesis of the major secondary metabolites. These findings suggest that DNA methylation is probably responsible for changes in the contents of the major secondary metabolites in Yujinxiang.