Sugarcane, a major crop grown in the tropical and subtropical areas of the world, is produced mainly for sucrose, which is used as a sweetener or for the production of bioethanol. Among the numerous pests that significantly affect the yield of sugarcane, the sugarcane rhizome borer (Migdolus fryanus, a cerambycidae beetle) is known to cause severe damage to the crops in Brazil. The absence of molecular information about this insect reinforces the need for studies and an effective method to control this pest. In this study, RNA-Seq technology was employed to study different parts of M. fryanus larvae. The generated data will help in further investigations about the taxonomy, development, and adaptation of this insect. RNA was extracted from six different parts (head, fat body, integument, hindgut, midgut, and foregut) using Trizol methodology. Using Illumina paired-end sequencing technology and the Trinity platform, trimming and de novo assembly was performed, resulting in 44,567 contigs longer than 200 nt for a reunion of data from all transcriptomes, with a mean length of 1,095.27 nt. Transcripts were annotated using BLAST against different protein databanks (Uniprot/Swissprot, PFAM, KEEG, SignalP 4.1, Gene Ontology, and CAZY) and were compared for similarity using a Venn diagram. Differential expression patterns were studied for select genes through qPCR and FPKM comprising important protein families (digestive peptidases, glucosyl hydrolases, serine protease inhibitors and otopetrin), which allowed a better understanding of the insect’s digestion, immunity and gravity sensorial mechanisms.