Skeletal muscle development from embryonic stages to hatching is critical for poultry muscle growth, during which DNA methylation plays a vital role. However, it is not yet clear how DNA methylation affects early embryonic muscle development between goose breeds of different body size. In this study, whole genome bisulfite sequencing (WGBS) was conducted on leg muscle tissue from Wuzong (WZE) and Shitou (STE) geese on embryonic day 15 (E15), E23, and post-hatch day 1. It was found that at E23, the embryonic leg muscle development of STE was more intense than that of WZE. A negative correlation was found between gene expression and DNA methylation around transcription start sites (TSSs), while a positive correlation was observed in the gene body near TTSs. It was also possible that earlier demethylation of myogenic genes around TSSs contributes to their earlier expression in WZE. Using pyrosequencing to analyze DNA methylation patterns of promoter regions, we also found that earlier demethylation of the MyoD1 promoter in WZE contributed to its earlier expression. This study reveals that DNA demethylation of myogenic genes may contribute to embryonic leg muscle development differences between Wuzong and Shitou geese.