This study used the larval tissues and colored cocoons of silkworms, Bombyx mori L. (Lepidoptera: Bombycidae), that were fed leaves of cultivated mulberry, Husang 32, as experimental material. The pigment composition and content in colored cocoons and tissues of the 5th instar larvae and the mulberry leaves were rapidly detected using organic solvent extraction and reverse phase high-performance liquid chromatography with diode array detection. It was found that the mulberry leaf mainly contained four types of pigment: lutein (30.86%), β-carotene (26.3%), chlorophyll a (24.62%), and chlorophyll b (18.21%). The silk glands, blood, and cocoon shells of six yellow-red cocoons were used as the experimental materials. The results showed that there were generally two kinds of carotenoids (lutein and β-carotene) in the silk gland and cocoon shell, a little violaxanthin was detected in silk gland, and the pigment found in the blood was mainly lutein in all varieties of silkworm tested. Chlorophyll a and b had not been digested and utilized in the yellow-red series of silkworm. The method used to detect visible pigments reported here could be used to breed new colors of cocoons and to develop and utilize the pigments found in mulberry.