Cuticular waxes are mixtures of hydrophobic compounds covering land plant surfaces and play key roles in plant resistance to abiotic and biotic stresses. However, it is still not clear whether the epicuticular wax could protect the plants from infection by anthracnose, one of the most important plant diseases worldwide, which seriously infects sorghum and causes great yield loss. In this study, Sorghum bicolor L., an important C4 crop with high wax coverage, was selected to analyze the relationship between epicuticular wax (EW) and anthracnose resistance. In vitro analysis indicated that the sorghum leaf wax significantly inhibited the anthracnose mycelium growth of anthracnose on potato dextrose agar (PDA) medium, with the plaque diameter smaller than that grown on medium without wax. Then, the EWs were removed from the intact leaf with gum acacia, followed by the inoculation of Colletotrichum sublineola. The results indicated that the disease lesion was remarkably aggravated on leaves without EW, which showed decreased net photosynthetic rate and increased intercellular CO2 concentrations and malonaldehyde content three days after inoculation. Transcriptome analysis further indicated that 1546 and 2843 differentially expressed genes (DEGs) were regulated by C. sublineola infection in plants with and without EW, respectively. Among the DEG encoded proteins and enriched pathways regulated by anthracnose infection, the cascade of the mitogen-activated protein kinases (MAPK) signaling pathway, ABC transporters, sulfur metabolism, benzoxazinoid biosynthesis, and photosynthesis were mainly regulated in plants without EW. Overall, the EW increases plant resistance to C. sublineola by affecting physiological and transcriptome responses through sorghum epicuticular wax, improving our understanding of its roles in defending plants from fungi and ultimately benefiting sorghum resistance breeding.