The ground and lowest three adiabatic excited states of methylene are computed using the variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC) methods using progressively larger Jastrow-Slater multideterminant complete-active-space (CAS) wave functions. The highest of these states has the same symmetry, 1 A_1 , as the first excited state. The DMC excitation energies obtained using any of the CAS wave functions are in excellent agreement with experiment, but single-determinant wave functions do not yield accurate DMC energies of the states of 1 A_1 symmetry, indicating that it is important to include in the wave function Slater determinants that describe static (strong) correlation. Excitation energies obtained using recently proposed pseudopotentials (Burkatzki et al, JCP 126, 234105) differ from the all-electron excitation energies by at most 0.04 eV.