Understanding the molecular underpinnings involved in the reproduction of the salmon louse is critical for designing novel strategies of pest management for this ectoparasite. However, genomic information on sex-related genes is still limited. In the present work, sex-specific gene transcription was revealed in the salmon louse Caligus rogercresseyi using high-throughput Illumina sequencing. A total of 30,191,914 and 32,292,250 high quality reads were generated for females and males, and these were de novo assembled into 32,173 and 38,177 contigs, respectively. Gene ontology analysis showed a pattern of higher expression in the female as compared to the male transcriptome. Based on our sequence analysis and known sex-related proteins, several genes putatively involved in sex differentiation, including Dmrt3, FOXL2, VASA, and FEM1, and other potentially significant candidate genes in C. rogercresseyi, were identified for the first time. In addition, the occurrence of SNPs in several differentially expressed contigs annotating for sex-related genes was found. This transcriptome dataset provides a useful resource for future functional analyses, opening new opportunities for sea lice pest control.