Methylglyoxal (MG) could initiate plant heat tolerance (HT) but its molecular mechanism is indistinct. Therefore, this study was to uncover the molecular mechanism underlying MG-initiated HT in maize seedlings by trancriptome analysis. The data showed that 44363 genes were found in maize seedlings, 39756 of which could be referred, but 5686 were not. Further, MG could initiate the different expression of 6899 genes (DEGs) under non-HS conditions. Among DEGs, 3655 were up-regulated, while 3244 were down-regulated. Similarly, MG + HS primed 7781 DEGs, 5684 of which were up-regulated, whereas 2097 were down-regulated. Among MG-initiated DEGs, 303, 166, and 49 GO terms were significantly enriched in biological process (BP), molecular function (MF), and cellular component (CC) by gene ontology enrichment analysis. Analogously, among MG + HS-primed DEGs, 296, 169, and 48 GO terms were significantly enriched in BP, MF, and CC. In addition, pathway enrichment analysis indicated that 6899 DEGs initiated by MG and 7781 DEGs primed by MG + HS were significantly enriched in 27 and 22 pathways. The MG-initiated 27 pathways were secondary metabolites (SMs); diterpenoid biosynthesis; sesquiterpenoid and triterpenoid biosynthesis; flavonoid biosynthesis; phenylpropanoid biosynthesis; monoterpenoid biosynthesis; stilbenoid, diarylheptanoid and gingerol biosynthesis; betalain biosynthesis; brassinosteroid biosynthesis; glucosinolate biosynthesis; benzoxazinoid biosynthesis; and anthocyanin biosysnthesis. Similarly, the MG + HS-primed 22 pathways were benzoxazinoid biosynthesis; phenylpropanoid biosynthesis; biosynthesis of secondary metabolites; diterpenoid biosynthesis; stilbenoid, diarylheptanoid and gingerol biosynthesis; sesquiterpenoid and triterpenoid biosynthesis; and flavonoid biosynthesis. These results show that SMs play a key role in MG-initiated HT in maize seedlings.