During mammalian pre-implantation embryonic development, dramatic and orchestrated changes occur in gene transcription. Pregnancy rates were low when yak females were crossbred with cattle breeds, but few studies exist to describe the unique molecular network regulation behind the pre-implantation development of these embryos. We determined the transcriptomes of crossbred embryos derived from yak oocytes in vitro fertilized with Jersey sperm using Illumina RNA-seq for the first time in this study. Embryos were sampled at the 2-, 4-, and 8-cell, morula and blastocyst stages. The results showed that in total, 291.9 million short reads were generated from the five libraries of 2-, 4-, and 8-cell, morula and blastocyst stages, with 276.2 million high-quality reads selected for further analysis. Eighty to 91% of the clean reads were aligned against the yak reference genome. A total of 19,072 transcripts were identified in five libraries, of which 7,785 transcripts were co-expressed in each stage and 2,013 transcripts were stage-specific. When a |log2 ratio| ≥1 and q-value ≤ 0.05 were set as thresholds for identifying differentially expressed genes (DEGs), we detected a total of 3,690 to 10,298 DEGs between any two consecutive stages. Based on the results of GO and KEGG enrichment, some of these DEGs potentially play an important role in regulating pre-implantation development, but they are most likely stage-specific. There were 2,960, 7,287, 6,420, 7,724 and 10,417 DEGs in 2-, 4-, 8-cell, morula and blastocyst stages between the crossbred embryos and purebred embryos of the yak, respectively, leading to a large difference in GO terms and pathways. In conclusion, we sequenced transcriptomes of in vitro-produced crossbred embryos of yak and cattle during pre-implantation and provided comprehensive examinations of gene activities. These will be helpful for development of assisted reproductive technology and better understanding the early maternal-fetal or maternal-embryonic dialog in inter-species crossbreeding.