Conopomorpha sinensis Bradley is the dominant borer pest of litchi and longan in the Asian-pacific area. Reduction or interference of reproduction and mating of adult moths is one of the most used strategies to control C. sinensis. Insect reproduction is a critical biological process closely related to endocrine control. Conopomorpha sinensis genome and transcriptome information is limited, hampering both our understanding of the molecular mechanisms underlying hormone activity and reproduction and the development of control strategies for this borer pest. To explore the sex differences in gene expression profiles influencing these biological processes, de novo transcriptomes were assembled from female and male adult C. sinensis specimens. This analysis yielded 184,422 unigenes with an average length of 903 bp and 405,961 transcripts after sequencing and assembly. About 45.06, 22.41, 19.53, 34.05, 35.82, 36.42, and 19.85% of the unigenes had significant matches in seven public databases. Subsequently, gene ontology (GO) and kyoto encyclopedia of genes and genomes (KEGG) enrichment analysis revealed comprehensive information about the function of each gene and identified enriched categories and pathways that were associated with the 2,890 female-biased genes and 2,964 male-biased genes. In addition, we identified some important unigenes related to hormone activity and reproduction among the sex-differentially expressed genes (DEGs), including unigenes coding for ecdysone-induced protein 78C, juvenile hormone (JH)-regulated gene fatty acyl-CoA reductase, vitellogenin, etc. Our findings provide a more comprehensive portrait of the sex differences involved in the relationship of two important physiological features—hormone activity and reproduction in C. sinensis and members of the family Gracillariidae.