The endosymbiont Wolbachia is known for manipulating host reproduction in selfish ways. However, the molecular mechanisms have not yet been investigated in embryos. Here, we found that Wolbachia had no effect on the number of deposited eggs in Tetranychus urticae Koch (Acari: Tetranychidae) but caused two types of reproductive manipulation: killing uninfected female embryos via cytoplasmic incompatibility (CI) and increasing the hatching ratio of infected female embryos. RNA sequencing analyses showed that 145 genes were differentially expressed between Wolbachia‐infected (WI) and Wolbachia‐uninfected (WU) embryos. Wolbachia infection down‐regulated messenger RNA (mRNA) expression of glutathione S‐transferase that could buffer oxidative stress. In addition, 1613 and 294 genes were identified as CI‐specific up‐/down‐regulated genes. Compared to WU and WI embryos, embryos of CI cross strongly expressed genes involved in transcription, translation, tissue morphogenesis, DNA damage and mRNA surveillance. In contrast, most of the genes associated with energy production and metabolism were down‐regulated in the CI embryos compared to the WU and WI embryos, which provides some clues as to the cause of death of CI embryos. These results identify several genes that could be candidates for explaining Wolbachia‐induced CI. Our data form a basis to help elucidate the molecular consequences of CI in embryos.