Orchardgrass (Dactylis glomerata) is one of the top four perennial forages worldwide and, despite its large economic advantages, often threatened by various environmental stresses. WRKY transcription factors (TFs) can regulate a variety of plant processes, widely participate in plant responses to biotic and abiotic stresses, and are one of the largest gene families in plants. WRKYs can usually bind W-box elements specifically. In this study, we identified a total of 93 DgWRKY genes and 281 RGAs, including 65, 169 and 47 nucleotide-binding site-leucine-rich repeats (NBS-LRRs), leucine-rich repeats receptor-like protein kinases (LRR-RLKs), and leucine-rich repeats receptor-like proteins (LRR-RLPs), respectively. Through analyzing the expression of DgWRKY genes in orchardgrass under different environmental stresses, it was found that many DgWRKY genes were differentially expressed under heat, drought, submergence, and rust stress. In particular, it was found that the greatest number of genes were differentially expressed under rust infection. Consistently, GO and KEGG enrichment analysis of all genes showed that 78 DgWRKY TFs were identified in the plant–pathogen interaction pathway, with 59 of them differentially expressed. Through cis-acting element prediction, 154 RGAs were found to contain W-box elements. Among them, DG6C02319.1 (a member of the LRR-RLK family) was identified as likely to interact with 14 DGWRKYs. Moreover, their expression levels in susceptible plants after rust inoculation were first up-regulated and then down-regulated, while those in the resistant plants were always up-regulated. In general, DgWRKYs responded to both biotic stress and abiotic stress. DgWRKYs and RGAs may synergistically respond to the response of orchardgrass to rust. This study provides meaningful insight into the molecular mechanisms of WRKY proteins in orchardgrass.