Pearl millet ( Pennisetum glaucum (L.)) is a vital cereal crop renowned for its ability to thrive in challenging environmental conditions; however, the molecular mechanisms governing its salt stress tolerance remain poorly understood. To address this gap, next-generation RNA sequencing was conducted to compare gene expression patterns in pearl millet seedlings exposed to salt stress with those grown under normal conditions. Our RNA sequencing analysis focused on shoots from 13-day-old pearl millet plants subjected to either salinity stress (150 mmol of NaCl for 3 days) or thermal stress (50°C for 60 s). Of 36,041 genes examined, 17,271 genes with fold changes ranging from 2.2 to 19.6 were successfully identified. Specifically, 2388 genes were differentially upregulated in response to heat stress, whereas 4327 genes were downregulated. Under salt stress conditions, 2013 genes were upregulated and 4221 genes were downregulated. Transcriptomic analysis revealed four common abiotic KEGG pathways that play crucial roles in the response of pearl millet to salt and heat stress: phenylpropanoid biosynthesis, photosynthesis–antenna proteins, photosynthesis, and plant hormone signal transduction. These metabolic pathways are necessary for pearl millet to withstand and adapt to abiotic stresses caused by salt and heat. Moreover, the pearl millet shoot heat stress group showed specific transcriptomics related to KEEG metabolic pathways such as cytochrome P450, cutin, suberine, and wax biosynthesis, zeatin biosynthesis, crocin biosynthesis, ginsenoside biosynthesis, saponin biosynthesis, and biosynthesis of various plant secondary metabolites. In contrast, pearl millet shoots exposed to salinity stress exhibited transcriptomic changes associated with KEEG metabolic pathways related to carbon fixation in photosynthetic organisms, mismatch repair, and nitrogen metabolism. Our findings underscore the remarkable cross-tolerance of pearl millet to simultaneous salt and heat stress, elucidated through the activation of shared abiotic KEGG pathways. This study emphasizes the pivotal role of transcriptomics analysis in unraveling the molecular responses of pearl millet under abiotic stress conditions.