We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter 0 < ε ≪ 1 inversely proportional to the speed of light. In the massless and nonrelativistic regime, the solution exhibits rapid motion in space and is highly oscillatory in time. Specifically, the wavelength of the propagating waves in time is at O(ε), while in space, it is at O(1) with the wave speed at O(ε− 1). We adopt one leap-frog, two semi-implicit, and one conservative Crank-Nicolson finite difference methods to numerically discretize the Dirac equation in one dimension and establish rigorously the error estimates which depend explicitly on the time step τ, mesh size h, and the small parameter ε. The error bounds indicate that, to obtain the “correct” numerical solution in the massless and nonrelativistic regime, i.e., 0 < ε ≪ 1, all these finite difference methods share the same ε-scalability as time step τ = O(ε3/2) and mesh size h = O(ε1/2). A large number of numerical results are reported to verify the error estimates.