Deep sequencing technologies were used to construct the first adult female Culicoides sonorensis reference transcriptome. Genetic and genomic tools for Culicoides biting midges are lacking, despite the fact that they vector a large number of arboviruses and other pathogens impacting humans and domestic animals world-wide. Libraries of tissue-specific transcripts expressed in response to feeding and oral virus challenge in C. sonorensis have previously been reported, but extensive genome-wide expression profiling in the midge has not. Here, we successfully used deep sequencing technologies to construct the first adult female C. sonorensis reference transcriptome, and utilized genome-wide expression profiling to elucidate the genetic response to blood and sucrose feeding over time. The adult female midge unigene consists of 19,041 genes, of which less than 7% are differentially expressed during the course of a sucrose meal, while up to 52% of the genes respond significantly in blood-fed midges, indicating hematophagy induces complex physiological processes. Many genes that were differentially expressed during blood feeding were associated with digestion (e.g. proteases, lipases), hematophagy (e.g., salivary proteins), and vitellogenesis, revealing many major metabolic and biological factors underlying these critical processes. Additionally, key genes in the vitellogenesis pathway were identified, which provides the first glimpse into the molecular basis of anautogeny for C. sonorensis. This is the first extensive transcriptome for this genus, which will serve as a framework for future expression studies and in informing a reference genome assembly and annotation. Moreover, this study will serve as a foundation for subsequent studies of genome-wide expression analyses during early virus infection and dissecting the molecular mechanisms behind vector competence in midges.