Sillago species lives in the demersal environments and face multiple stressors, such as localized oxygen depletion, sulfide accumulation, and high turbidity. In this study, we performed transcriptome analyses of seven Sillago species to provide insights into the phylogeny and positively selected genes of this species. After de novo assembly, 82,024, 58,102, 63,807, 85,990, 102,185, 69,748, and 102,903 unigenes were generated from S. japonica, S. aeolus, S. sp.1, S. sihama, S. sp.2, S. parvisquamis, and S. sinica, respectively. Furthermore, 140 shared orthologous exon markers were identified and then applied to reconstruct the phylogenetic relationships of the seven Sillago species. The reconstructed phylogenetic structure was significantly congruent with the prevailing morphological and molecular biological view of Sillago species relationships. In addition, a total of 44 genes were identified to be positively selected, and these genes were potential participants in the stress response, material (carbohydrate, amino acid and lipid) and energy metabolism, growth and differentiation, embryogenesis, visual sense, and other biological processes. We suspected that these genes possibly allowed Sillago species to increase their ecological adaptation to multiple environmental stressors.