Pulmonary arterial hypertension (PAH) is an immune-mediated disease with poor prognosis and associated with various inflammatory immune diseases. In fact, its pathogenesis is far from clear. Although long non-coding RNAs (lncRNAs) have been implicated in PAH, the molecular mechanisms remain largely unknown. For the first time, in lungs of monocrotaline-induced PAH rat models, we simultaneously detected the expression profiles of lncRNAs and mRNAs by high-throughput sequencing, and explored their roles with bioinformatics analysis and cell assay to discover more potential pathogenesis about PAH. Our data identified that a total of 559 lncRNAs and 691 mRNAs were differentially expressed in lungs during the pathogenesis of PAH. Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) analyses demonstrated that these dysregulated lncRNAs and mRNAs participated in important biological processes and pathways of PAH, among which inflammatory and immune responses represented the chief enriched pathway. The lncRNA-mRNA co-expression network was developed to uncover the hidden interactions between lncRNAs and mRNAs. Further, the expression levels of lncRNAs (NONRATT018084.2, NONRATT009275.2, NONRATT007865.2, and NONRATT026300.2) and mRNAs (LGALS3, PDGFC, SERPINA1, and NFIL3) were confirmed using quantitative real-time PCR. In the end, lncRNA NONRATT009275.2 could facilitate macrophage polarization to M2 type and be involved in inflammatory immune response. In conclusion, this study provided candidate drug targets and potential roles on lncRNAs in the pathogenesis of PAH, and several key regulatory genes were identified, which laid the initial foundation for further mechanism study in PAH.