Aphis gossypii Glover (Hemiptera: Aphididae) can damage a variety of agricultural crops, so it is very important for cotton aphids to evolve adaptive mechanisms to various allelochemicals from host plants. Our results aim to provide a fundamental and rich resource for exploring aphid functional genes in A. gossypii. A transcriptome data set and five expression profile data sets of A. gossypii samples were analyzed by Illumina sequencing platform. In total, 53,763,866 reads were assembled into 1,963,516 contigs and 28,555 unigenes. Compared with the control, 619 genes were significantly up- or downregulated in the treatment group by 2-tridecanone. There were 516, 509, and 717 of differential expression genes in tannic acid, quercetin, and gossypol treatment groups, respectively. Furthermore, there were 4 of 54 putative cytochrome P450 genes and 1 of 7 putative carboxylesterases downregulated in all treatment groups by four plant allelochemicals. When aphids fed on 2-tridecanone, tannic acid, and quercetin, only one P450 gene was upregulated. These results show that plant allelochemical stress can induce differential gene expression in A. gossypii. The differential response information of gene expression based on a large-scale sequence would be useful to reveal molecular mechanisms of adaptation for A. gossypii to plant allelochemicals.