A total of 81,868 All-Unigenes were sequenced and assembled by the transcriptome in the dorsal skin, the lateral skin, and the peritoneal wall layer of Triplophysa stenura with a total assembly length of 123,827,585 bp, and 68,750 unigenes were annotated to seven functional databases. A total of 588 DEGs were screened between the dorsal and lateral skin, 17,097 DEGs were screened between the dorsal skin and the peritoneal wall layer, and 16,598 DEGs were screened between the lateral skin and the peritoneal wall layer. Most of DEGs in three tissues were annotated to GO terms related to cellular structures, binding, cellular processes, and catalytic activity. They were also annotated to KEGG pathways such as the MAPK signaling pathway, PI3K-Akt signaling pathway, Wnt signaling pathway, melanogenesis, tyrosine metabolism, and cell cycle. A total of twenty-three DEGs were found to be enriched in the melanin synthesis pathway by a local Blast comparison, of which nine DEGs were significantly upregulated in the peritoneal wall layer and six DEGs were significantly upregulated in the dorsal and lateral skin. The results suggest that these genes may be associated with the molecular mechanism of melanin synthesis in T. stenura, and the differential regulation of genes may be related to the differences in UVR intensity and tissue sites of melanin synthesis. Further investigation is needed on how these genes specifically regulate melanin synthesis.