Sugarcane brown stripe (SBS), caused by the fungal pathogen Helminthosporium stenospilum, is one of the most serious threats to sugarcane production. However, its outbreaks and epidemics require suitable climatic conditions, resulting in the inefficient improvement of the SBS resistance by phenotype selection. The sugarcane F1 population of SBS-resistant YT93-159 × SBS-susceptible ROC22 was used for constructing the bulks. Bulked segregant RNA-seq (BSR-seq) was then performed on the parents YT93-159 (T01) and ROC22 (T02), and the opposite bulks of 30 SBS-susceptible individuals mixed bulk (T03) and 30 SBS-resistant individuals mixed bulk (T04) collected from 287 F1 individuals. A total of 170.00 Gb of clean data containing 297,921 SNPs and 70,426 genes were obtained. Differentially expressed genes (DEGs) analysis suggested that 7787 and 5911 DEGs were identified in the parents (T01 vs. T02) and two mixed bulks (T03 vs. T04), respectively. In addition, 25,363 high-quality and credible SNPs were obtained using the genome analysis toolkit GATK for SNP calling. Subsequently, six candidate regions with a total length of 8.72 Mb, which were located in the chromosomes 4B and 7C of sugarcane wild species Saccharum spontaneum, were identified, and 279 genes associated with SBS-resistance were annotated by ED algorithm and ΔSNP-index. Furthermore, the expression profiles of candidate genes were verified by quantitative real-time PCR (qRT-PCR) analysis, and the results showed that eight genes (LRR-RLK, DHAR1, WRKY7, RLK1, BLH4, AK3, CRK34, and NDA2) and seven genes (WRKY31, CIPK2, CKA1, CDPK6, PFK4, CBL2, and PR2) of the 20 tested genes were significantly up-regulated in YT93-159 and ROC22, respectively. Finally, a potential molecular mechanism of sugarcane response to H. stenospilum infection is illustrate that the activations of ROS signaling, MAPK cascade signaling, Ca2+ signaling, ABA signaling, and the ASA-GSH cycle jointly promote the SBS resistance in sugarcane. This study provides abundant gene resources for the SBS resistance breeding in sugarcane.