Here we report Illumina-based whole genome sequencing of three rockfish species of Sebastes in northwest Pacific. The whole genomic DNA was used to prepare 350-bp pair-end libraries and the high-throughput sequencing yielded 128.5, 137.5, and 124.8 million mapped reads corresponding to 38.54, 41.26, and 37.43 Gb sequence data for S. schlegelii, S. koreanus, and S. nudus, respectively. The k-mer analyses revealed genome sizes were 846.4, 832.5, and 813.1 Mb and the sequencing coverages were 45×, 49×, and 46× for three rockfish, respectively. Comparative genomic analyses identified 46,624 genome-wide single nucleotide polymorphisms (SNPs). Phylogenetic analysis revealed closer relationships of the three species, compared to other six rockfish species. Demographic analysis identified contrasting changes between S. schlegelii and other two species, suggesting drastically different response to climate changes. The reported genome data in this study are valuable for further studies on comparative genomics and evolutionary biology of rockfish species.