Pecan (Carya illinoinensis), as a popular nut tree, has been widely planted in China in recent years. Grafting is an important technique for its cultivation. For a successful grafting, graft union development generally involves the formation of callus and vascular bundles at the graft union. To explore the molecular mechanism of graft union development, we applied high throughput RNA sequencing to investigate the transcriptomic profiles of graft union at four timepoints (0 days, 8 days, 15 days, and 30 days) during the pecan grafting process. After de novo assembly, 83,693 unigenes were obtained, and 40,069 of them were annotated. A total of 12,180 differentially expressed genes were identified between by grafting. Genes involved in hormone signaling, cell proliferation, xylem differentiation, cell elongation, secondary cell wall deposition, programmed cell death, and reactive oxygen species (ROS) scavenging showed significant differential expression during the graft union developmental process. In addition, we found that the content of auxin, cytokinin, and gibberellin were accumulated at the graft unions during the grafting process. These results will aid in our understanding of successful grafting in the future.