Fruit black spot (FBS), a fungal disease of pecan (Carya illinoinensis (Wangenh) K. Koch) caused by the pathogen Pestalotiopsis microspora, is a serious disease and poses a critical threat to pecan yield and quality. However, the details of pecan responses to FBS infection at the transcriptional level remain to be elucidated. In present study, we used RNA-Seq to analyze differential gene expression in three pecan cultivars with varied resistance to FBS infection: Xinxuan-4 (X4), Mahan (M), and Wichita (W), which were categorized as having low, mild, and high susceptibility to FBS, respectively. Nine RNA-Seq libraries were constructed, comprising a total of 58.56 Gb of high-quality bases, and 2420, 4380, and 8754 differentially expressed genes (DEGs) with |log2Fold change| ≥ 1 and p-value < 0.05 were identified between M vs. X4, W vs. M, and W vs. X4, respectively. Kyoto Encyclopedia of Genes and Genomes (KEGG) metabolic pathway analyses were performed to further annotate DEGs that were part of specific pathways, which revealed that out of 134 total pathways, MAPK signaling pathway, plant–pathogen interaction, and plant hormone signal transduction were highly enriched. Transcriptomic profiling analysis revealed that 1681 pathogen-related genes (PRGs), including 24 genes encoding WRKY transcription factors, potentially participate in the process of defense against Pestalotiopsis microspora infection in pecan. The correlation of WRKY TFs and PRGs was also performed to reveal the potential interaction networks among disease-resistance/pathogenesis-related genes and WRKY TFs. Expression profiling of nine genes annotated as TIFY, WRKY TF, and disease-resistance protein-related genes was performed using qRT-PCR, and the results were correlated with RNA-Seq data. This study provides valuable information on the molecular basis of pecan–Pestalotiopsis microspora interaction mechanisms and offers a repertoire of candidate genes related to pecan fruit response to FBS infection.