Grylloprimevala jilina is a true cave insect living in the dark areas of caves. It has the characteristics of sparse skin pigmentation, degeneration of the compound eyes and monocular eyes, and obvious preference for high‐humidity and low‐temperature environments. Given the highly specialized, rare, and limited distribution, G. jilina is considered an endangered species and also a first‐level national protected insect in China. Cave creatures often undergo dramatic morphological changes in their sensory systems to adapt to the cave environment. Most previous studies mainly focused on morphological adaptive changes in cave insects, and only a few studied the changes at the gene level. In this study, we performed transcriptome analysis of G. jilina and constructed phylogenetic trees of genes that are related to environmental adaptation, including chemosensory, visual‐related, reproduction‐related, temperature adaptation‐related, and winged morph differentiation‐related genes. Besides, the expression levels of environmental adaption‐related genes in different tissues, including antennae, heads, thoraxes, abdomens, legs, and tails, were analyzed. The results showed the loss of chemosensory genes and vision‐related genes, the conservation of reproduction‐related genes and temperature adaptation‐related genes, and the conservation of wing‐related genes despite the loss of wings, and the results were consistent with other cave insects. The identification and expression study of genes possibly related to the environmental adaptability in G. jilina provided basic data for the protection of this endangered species and increased knowledge about insect evolution in general.