The widespread and improper use of pyrethroid insecticides, such as deltamethrin, has resulted in the evolution of resistance in many mosquito species, including Culex pipiens pallens. With the development of high-throughput sequencing, it is possible to massively screen pyrethroid resistance-associated gene. In this study, we used Illumina-Solexa transcriptome sequencing to identify genes that are expressed differently in deltamethrin-susceptible and -resistant strains of Culex pipiens pallens as a critical knowledge base for further studies. A total of 4,961,197,620 base pairs and 55,124,418 reads were sequenced, mapped to the Culex quinquefasciatus genome and assembled into 17,679 known genes. We recorded 1,826 significantly differentially expressed genes (DEGs). Among them, 1,078 genes were up-regulated and 748 genes were down-regulated in the deltamethrin-resistant strain compared to -susceptible strain. These DEGs contained cytochrome P450s, cuticle proteins, UDP-glucuronosyltransferases, lipases, serine proteases, heat shock proteins, esterases and others. Among the 1,826 DEGs, we found that the transcriptional levels of CYP6AA9 in the laboratory populations was elevated as the levels of deltamethrin resistance increased. Moreover, the expression levels of the CYP6AA9 were significantly higher in the resistant strains than the susceptible strains in three different field populations. We further confirmed the association between the CYP6AA9 gene and deltamethrin resistance in mosquitoes by RNA interfering (RNAi). Altogether, we explored massive potential pyrethroid resistance-associated genes and demonstrated that CYP6AA9 participated in the pyrethroid resistance in mosquitoes.