: Color is a complex subject (hence "The Dress"), fortunately you seem to be suffering from an unwanted color conversion. If you go to Edit > Color Settings and ensure that these settings are

Color is a complex subject (hence "The Dress"), fortunately you seem to be suffering from an unwanted color conversion. If you go to Edit > Color Settings and ensure that these settings are set as follows...

Working Spaces

The important thing here is that they match in both programs. This will have little effect after the rest of the settings are applied however, but it is still a good idea to "synchronize" these between the different apps you are using.
RGB :

sRGB (if you are working with images from a consumer level camera)
Adobe RGB (if you are working with images from a professional or "pro-sumer" camera, or if you intend to print the images)

CMYK : CMYK profiles are device dependent ...which means that you will have a specific one for the printer (or whatever) that is outputting your finished product. If you do not have a profile, or you are not sure who/what will be printing the file, just make sure the applications are using the same one (which will at least accomplish consistency, if not accuracy).

Preserve Embedded Profiles : enabled
Profile Mismatches

Ask when opening : on
Ask when pasting : on

Missing Profiles

Ask when opening : on

This will prevent the application from converting the document's color space when it is imported, and force the app to let you know if there are any problems (if, for instance, the document doesn't have an imbedded profile).

This is how your Color Settings should look:

Hopefully that helped you out. If it did, mark it answered. If you are still having issues, or you just want to know more about the nuts and bolts of color management in Creative Suite (it is a pretty vast subject), you can find more detailed info here at Adobe's Creative Suite / Color Settings page.