Notwithstanding the rapid developments in sequencing techniques, Y and W sex chromosomes have still been mostly excluded from whole genome sequencing projects due to their high repetitive DNA content. Therefore, Y and W chromosomes are poorly described in most species despite their biological importance. Several methods were developed for identifying Y or W-linked sequences among unmapped scaffolds. However, it is not enough to discover functional regions from short unmapped scaffolds. Here, we provide a new and simple strategy based on k-mer comparison for comprehensive analysis of the W chromosome in Bombyx mori. Using this novel method, we effectively assembled de novo 1281 W-derived genome contigs (totaling 1.9 Mbp), and identified 156 W-linked transcript RNAs and 345 W-linked small RNAs. This method will help in the elucidation of mechanisms of sexual development and exploration of W chromosome biological functions, and provide insights into the evolution of sex chromosomes. Moreover, we showed this method can be employed in identifying heterogametic sex chromosomes (W and Y chromosomes) in many other species where genomic information is still scarce.