Light is an important environmental signal for most insects. The Oriental Armyworm, Mythimna separata, is a serious pest of cereal crops worldwide, and is highly sensitive to light signals during its developmental and reproductive stages. However, molecular biological studies of its response to light stress are scarce, and related genomic information is not available. In this study, we sequenced and de novo assembled the transcriptomes of M. separata exposed to four different light conditions: dark, white light (WL), UV light (UVL) and yellow light (YL). A total of 46,327 unigenes with an average size of 571 base pairs (bp) were obtained, among which 24,344 (52.55%) matched to public databases. The numbers of genes differentially expressed between dark vs WL, dark vs UVL, dark vs YL, and UVL vs YL were 12,012, 12,950, 14,855, and 13,504, respectively. These results suggest that light exposure altered gene expression patterns in M. separata. Putative genes involved in phototransduction-fly, phototransduction, circadian rhythm-fly, olfactory transduction, and taste transduction were identified. This study thus identified a series of candidate genes and pathways potentially related to light stress in M. separata.