Curcuma wenyujin is the source plant of three traditional Chinese medicines, which have been widely used in clinical treatment over 1000 years. The content of terpenes, the major medicinal active ingredients, is relatively low in this plant. Studies have shown that MeJA can promote terpenes biosynthesis in plants. However, the mechanism underlying the effect of MeJA in C. wenyujin remains unclear. In this work, the transcriptome of C. wenyujin leaves with MeJA treatment was analyzed to elucidate the regulation mechanism of MeJA-mediated terpene biosynthesis. Based on the RNA-seq data, 7,246 unigenes were differentially expressed with MeJA treatment. Expression pattern clustering of DEGs revealed that unigenes, related to JA biosynthesis and signal transduction, responded to exogenous MeJA stimulation on the early stage and maintained throughout the process. Subsequently, unigenes related to terpene biosynthesis pathway showed a significant up-regulation with 6 h treatment. The analysis results suggested that MeJA induced the expression of JA biosynthesis genes (such as LOXs, AOSs, AOCs, OPRs, and MFPs) and JA signal transduction core genes (JAZs and MYCs) to activate JA signaling pathway. Meanwhile, downstream JA-responsive genes presented up-regulated expression levels such as AACT, HMGSs, HMGRs, DXSs, DXRs, MCTs, HDSs, and HDRs, thus promoting terpenes biosynthesis. The transcriptional expressions of these genes were validated by qRT-PCR. In addition, six CwTPS genes in response to MeJA were identified. With MeJA treatment, the expression levels of CwTPSs were increased as well as those of the transcription factors MYB, NAC, bZIP, WRKY, AP2/ERF, and HLH. These TFs might potentially regulate terpenes biosynthesis. These results provide insights for regulation mechanism of terpenes biosynthesis.