R2R3 myeloblastosis (MYB) genes are widely distributed in plants and comprise one of the largest transcription factor gene families. They play important roles in the regulatory networks controlling development, metabolism, and stress responses. Researches on functional genes in tree peony are still in its infancy. To date, few MYB genes have thus far been reported. In this study, we constructed a comprehensive reference gene set by transcriptome sequencing to obtain R2R3 MYB genes. The transcriptomes of eight different tissues were sequenced, and 92,837 unigenes were obtained with an N50 of 1662 nt. A total of 48,435 unigenes (77.98%) were functionally annotated in public databases. Based on the assembly, we identified 57 R2R3 MYB genes containing full-length open reading frames, which clustered into 35 clades by phylogenetic analysis. PsMYB57 clustered with anthocyanin regulation genes in Arabidopsis and was mainly transcribed in the buds and young leaves. The overexpression of PsMYB57 induced anthocyanin accumulation in tobacco, and four detected anthocyanin structural genes, including NtCHS, NtF3'H, NtDFR, and NtANS, were upregulated. The two endogenous bHLH genes NtAn1a and NtAn1b were also upregulated and may work in combination with PsMYB57 in regulating anthocyanin structural genes. Our study offers a useful reference to the selection of candidate MYB genes for further functional studies in tree peony. Function analysis of PsMYB57 is helpful to understand the color accumulation in vegetative organs of tree peony. PsMYB57 is also a promising resource to improve plant color in molecular breeding.