Molting is essential for arthropods to grow. As one of the important arthropod pests in agriculture, key spider mite species (Tetranychus and Panonychus) can normally molt three times from the larva to adult stage within a week. This physiological strategy results in the short lifecycle of spider mites and difficulties in their control in the field. Long non-coding RNAs (lncRNAs) regulate transcriptional editing, cellular function, and biological processes. Thus, analysis of the lncRNAs in the spider mite molting process may provide new insights into their roles in the molting mechanism. For this purpose, we used high-throughput RNA-seq to examine the expression dynamics of lncRNAs and mRNAs in the molting process of different development stages in Panonychus citri. We identified 9199 lncRNAs from 18 transcriptomes. Analysis of the lncRNAs suggested that they were shorter and had fewer exons and transcripts than mRNAs. Among these, 356 lncRNAs were differentially expressed during three molting processes: late larva to early protonymph, late protonymph to early deutonymph, and late deutonymph to early adult. A time series profile analysis of differentially expressed lncRNAs showed that 77 lncRNAs were clustered into two dynamic expression profiles (Pattern a and Pattern c), implying that lncRNAs were involved in the molting process of spider mites. Furthermore, the lncRNA–mRNA co-expression networks showed that several differentially expressed hub lncRNAs were predicted to be functionally associated with typical molting-related proteins, such as cuticle protein and chitin biosynthesis. These data reveal the potential regulatory function of lncRNAs in the molting process and provide datasets for further analysis of lncRNAs and mRNAs in spider mites.