Thymosin is a physiologically active polypeptide hormone which has many functions involved in promoting wound healing, promoting hair growth, and accelerating tissue and organ regeneration. American cockroach (Periplaneta americana) has three subtypes thymosin (THY1, THY2, THY3) which are different splices from the same thymosin gene. Real-time PCR was used to detect and analyze the expression differences of THY1 and THY2 in different stages, sexes, tissues and after stimulation by bacteria. Thymosins were expressed in adult, eclosion, and ootheca, and their expression levels were significantly up-regulated during the eclosion period, showing the thymosin might be involved in the eclosion process. The expression levels of thymosins in females were higher than males, and the differences in eclosion stages were more significant (P < 0.01), indicating that they were closely related to development and female reproduction. The expressions of THY1 and THY2 in hemolymph were significantly higher (P < 0.01) than that in other tissues. The up-regulated expression of thymosin in two immune-related tissues (Hemolymph and adipose) after Escherichia coli stimulation further confirmed its involvement in the immune response. Our research would provide a basis for screening of novel pesticides target genes.