Aphids, the destructive insect pests in the agriculture, horticulture and forestry, are capable of reproducing asexually and sexually upon environmental change. However, the molecular basis of aphid reproductive mode switch remains an enigma. Here we report a comparative analysis of differential gene expression profiling among parthenogenetic females, gynoparae and sexual females of the cotton aphid Aphis gossypii, using the RNA-seq approach with next-generation sequencing platforms, followed by RT-qPCR. At the cutoff criteria of fold change ≥2 and P<0.01, we identified 741 up- and 879 down-regulated genes in gynoparae versus parthenogenetic females, 2,101 up- and 2,210 down-regulated genes in sexual females compared to gynoparae, and 1,614 up- and 2,238 down-regulated genes in sexual females relative to parthenogenetic females. Gene ontology category and KEGG pathway analysis suggest the involvement of differentially expressed genes in multiple cellular signaling pathways into the reproductive mode transition, including phototransduction, cuticle composition, progesterone-mediated oocyte maturation and endocrine regulation. This study forms a basis for deciphering the molecular mechanisms underlying the shift from asexual to sexual reproduction in the cotton aphid. It also provides valuable resources for future studies on this host-alternating aphid species, and the insight into the understanding of reproductive mode plasticity in different aphid species.