To develop genetic resources for the improvement of insects as food, we sequenced transcripts from embryos, one-day hatchlings, three nymphal stages, and male and female adults of the house cricket, Acheta domesticus. A draft transcriptome was assembled from more than 138 million sequences combined from all life stages and sexes. The draft transcriptome assembly contained 45,866 contigs, and more than half were similar to sequences at NCBI (e value < e-3). The highest sequence identity was found in sequences from the termites Cryptotermes secundus and Zootermopsis nevadensis. Sequences with identity to Gregarina niphandrodes suggest that these crickets carry the parasite. Among all life stages, there were 5,042 genes with differential expression between life stages (significant at p < 0.05). An enrichment analysis of gene ontology terms from each life stage or sex highlighted genes that were important to biological processes in cricket development. We further characterized genes that may be important in future studies of genetically modified crickets for improved food production, including those involved in RNA interference, and those encoding prolixicin and hexamerins. The data represent an important first step in our efforts to provide genetically improved crickets for human consumption and livestock feed.