Pantala flavescens is capable of extraordinary long-distance seasonal migrations. However, few studies investigated the molecular mechanisms related to locomotion in P. flavescens. We conducted transcriptome sequencing to investigate differences in the gene expression levels between migratory and nonmigratory P. flavescens, and obtained 43.79 Gb of clean data, 17 810 unigenes, and 27 701 transcripts. Moreover, 382 differentially expressed genes (DEGs) were identified, of which 259 genes were upregulated and 123 downregulated. Eight DEGs were selected for RT-qPCR, whose results showed that the differences in the expression patterns were similar to the transcriptome results. We found that the highly expressed genes in the migratory samples were associated with electron transport chain complexes, microtubule, antioxidant and detoxication. Heat-shock proteins could be related to thermal tolerance in the nonmigratory samples. Gene ontology (GO) terms were involved in metabolic processes, respiratory transport chain, and ATP biosynthesis. Kyoto Encyclopedia of Genes and Genomes (KEGG) pathways were involved in oxidative phosphorylation and citrate cycle.