The WRKY family of transcription factors (TFs) is one of the ten largest families of TFs in higher plants and has been implicated in multiple biological processes. Here, we identified 121 WRKY TFs in moso bamboo, including five novel members that were not annotated in the Phyllostachys edulis genomic database. Estimation of the divergence time of paralogous gene pairs revealed an important role of the recent whole-genome duplication in the expansion of the WRKY family. Expression analysis based on quantitative reverse-transcription polymerase chain reaction (qRT-PCR) data revealed that a large number of PheWRKY genes varied significantly under cold or drought stress treatments, which could be defined as abiotic stress-responsive genes. The overexpression of PheWRKY72-2 in Arabidopsis resulted in a decreased sensitivity to drought stress during early seedling growth. PheWRKY72-2 may enhance plant tolerance to stress by functioning as a positive regulator of stoma closure. Our study provides a theoretical foundation and some experimental evidence for further functional verification of the PheWRKY family of TFs.