Geese have the strongest tendency toward broodiness among all poultry. The mechanisms initiating broodiness within the goose hypothalamic-pituitary-gonadal axis (HPGA) are still unclear. Here, we reported the transcriptome differences between laying and initial nesting within the HPGA tissues of geese. We constructed a unigene database based on HPGA tissues and identified 128,148 unigenes, 100% of which have been annotated. By using Digital Gene Expression (DGE) sequencing, we screened 19, 110, 289, and 211 differentially expressed genes (DEGs) in the hypothalamus, pituitary gland, stroma ovarii, and follicles, respectively, between laying and nesting geese. Expression changes of hypocretin (HCRT) and pro-opiomelanocortin (POMC) in the hypothalamus of nesting geese may cause appetite reduction, which is possibly the first step and a prerequisite to initiate broodiness. In addition to prolactin (PRL), follicle-stimulating hormone (FSH) and luteinizing hormone (LH), genes including oxytocin-neurophysin (OXT), chordin-like protein 1 (CHRDL1) and growth hormone (GH), expressed in the pituitary gland, are new candidate molecules that may be involved in broodiness in geese. Heme oxygenase 1 (HMOX1) in the pituitary gland, the proto-oncogene c-Fos (FOS), heat shock protein 90-alpha (HSP90AA), and cyclin-dependent kinase 1 (CDK1) in the ovary that may consolidate and transduce signals regulating the HPGA during broodiness in geese.