Nilaparvata lugens is one of the major pests of rice and results in substantial yield loss every year. Our previous study found that the entomopathogenic fungus Metarhizium anisopliae showed effective potential for controlling this pest. However, the mechanisms underlying M. anisopliae infection of N. lugens are not well known. In the present study, we further examined the transcriptome of N. lugens at 4 h, 8 h, 16 h, and 24 h after M. anisopliae infection by Illumina deep sequencing. In total, 174.17 Gb of data was collected after sequencing, from which 23,398 unigenes were annotated by various databases, including 3694 newly annotated genes. The results showed that there were 246 vs 75, 275 vs 586, 378 vs 1055, and 638 vs 182 up- and downregulated differentially expressed genes (DEGs) at 4 h, 8 h, 16 h, and 24 h after M. anisopliae infection, respectively. The biological functions and associated metabolic processes of these genes were determined with the Clusters of Orthologous Groups (COG), Gene Ontology (GO), and Kyoto Encyclopedia of Genes and Genomes (KEGG) databases. The DEGs data were verified using RT-qPCR. These results indicated that the DEGs during the initial fungal infection appropriately reflected the time course of the response to the fungal infection. Taken together, the results of this study provide new insights into the molecular mechanisms underlying the insect host response to fungal infection, especially during the initial stage of infection, and may improve the potential control strategies for N. lugens.