Sporisorium scitamineum is a biotrophic fungus responsible for sugarcane smut disease. To investigate the key genes involved in S. scitamineum infection, we conducted RNA sequencing of sugarcane sprouts inoculated with S. scitamineum teliospores. A weighted gene co-expression network analysis (WGCNA) showed that two co-expressed gene modules, MEdarkturquoise and MEpurple—containing 66 and 208 genes, respectively—were associated with S. scitamineum infection. The genes in these two modules were further studied using Gene Ontology (GO) enrichment analysis, pathogen-host interaction (PHI) database BLASTp, and small secreted cysteine-rich proteins (SCRPs) prediction. The top ten hub genes in each module were identified using the Cytohubba plugin. The GO enrichment analysis found that endoplasmic reticulum-related and catabolism-related genes were expressed during S. scitamineum infection. A total of 83 genes had homologs in the PHI database, 62 of which correlated with pathogen virulence. A total of 21 proteins had the characteristics of small secreted cysteine-rich proteins (SCRPs), a common source of fungal effectors. The top ten hub genes in each module were identified, and seven were annotated as Mig1-Mig1 protein, glycosyl hydrolase, beta-N-acetylglucosaminidase, secreted chorismate mutase, collagen, mRNA export factor, and pleckstrin homology domain protein, while the remaining three were unknown. Two SCRPs—SPSC_06609 and SPSC_04676—and three proteins—SPSC_01958, SPSC_02155, and SPSC_00940—identified in the PHI database were also among the top ten hub genes in the MEdarkturquoise and MEpurple modules, suggesting that they may play important roles in S. scitamineum infection. A S. scitamineum infection model was postulated based on current findings. These findings help to deepen the current understanding of early events in S. scitamineum infection.