Most exoplanets detected by direct imaging so far have been characterized by relatively hot (> ~1000 K) and cloudy atmospheres. A surprising feature in some of their atmospheres has been a distinct lack of methane, possibly implying non-equilibrium chemistry. Recently, we reported the discovery of a planetary companion to the Sun-like star GJ 504 using Subaru/HiCIAO within the SEEDS survey. The planet is substantially colder (<600 K) than previously imaged planets, and has indications of fewer clouds, which implies that it represents a new class of planetary atmospheres with expected similarities to late T-type brown dwarfs in the same temperature range. If so, one might also expect the presence of significant methane absorption, which is characteristic of such objects. Here, we report the detection of deep methane absorption in the atmosphere of GJ 504 b, using the Spectral Differential Imaging mode of HiCIAO to distinguish the absorption feature around 1.6 um. We also report updated JHK photometry based on new Ks-band data and a re-analysis of the existing data. The results support the notion that GJ 504 b has atmospheric properties distinct from other imaged exoplanets, and will become a useful reference object for future planets in the same temperature range.