The composition and function of the central nervous system (CNS) is extremely complex. In addition to hundreds of subtypes of neurons, other cell types, including glia (astrocytes, oligodendrocytes, and microglia) and vascular cells (endothelial cells and pericytes) also play important roles in CNS function. Such heterogeneity makes the study of gene transcription in CNS challenging. Transcriptomic studies, namely the analyses of the expression levels and structures of all genes, are essential for interpreting the functional elements and understanding the molecular constituents of the CNS. Microarray has been a predominant method for large-scale gene expression profiling in the past. However, RNA-sequencing (RNA-Seq) technology developed in recent years has many advantages over microarrays, and has enabled building more quantitative, accurate, and comprehensive transcriptomes of the CNS and other systems. The discovery of novel genes, diverse alternative splicing events, and noncoding RNAs has remarkably expanded the complexity of gene expression profiles and will help us to understand intricate neural circuits. Here, we discuss the procedures and advantages of RNA-Seq technology in mammalian CNS transcriptome construction, and review the approaches of sample collection as well as recent progress in building RNA-Seq-based transcriptomes from tissue samples and specific cell types.