Despite the economic and environmental impacts that sea lice infestations have on salmon farming worldwide, genomic data generated by high-throughput transcriptome sequencing for different developmental stages, sexes, and strains of sea lice is still limited or unknown. In this study, RNA-seq analysis was performed using de novo transcriptome assembly as a reference for evidenced transcriptional changes from six developmental stages of the salmon louse Caligus rogercresseyi. EST-datasets were generated from the nauplius I, nauplius II, copepodid and chalimus stages and from female and male adults using MiSeq Illumina sequencing. A total of 151,788,682 transcripts were yielded, which were assembled into 83,444 high quality contigs and subsequently annotated into roughly 24,000 genes based on known proteins. To identify differential transcription patterns among salmon louse stages, cluster analyses were performed using normalized gene expression values. Herein, four clusters were differentially expressed between nauplius I–II and copepodid stages (604 transcripts), five clusters between copepodid and chalimus stages (2,426 transcripts), and six clusters between female and male adults (2,478 transcripts). Gene ontology analysis revealed that the nauplius I–II, copepodid and chalimus stages are mainly annotated to aminoacid transfer/repair/breakdown, metabolism, molting cycle, and nervous system development. Additionally, genes showing differential transcription in female and male adults were highly related to cytoskeletal and contractile elements, reproduction, cell development, morphogenesis, and transcription-translation processes. The data presented in this study provides the most comprehensive transcriptome resource available for C. rogercresseyi, which should be used for future genomic studies linked to host-parasite interactions.