As one of the serious diseases of wheat, powdery mildew (Blumeria graminis f. sp. tritici) is a long-term threat to wheat production. Therefore, it is of great significance to explore new powdery mildew-resistant genes for breeding. The wild relative species of wheat provide gene resources for resistance to powdery mildew breeding. Agropyron cristatum (2n = 4x = 28, genomes PPPP) is an important wild relative of wheat, carrying excellent genes for high yield, disease resistance, and stress resistance, which can be used for wheat improvement. To understand the molecular mechanism of powdery mildew resistance in the wheat-A. cristatum translocation line WAT2020-17-6, transcriptome sequencing was performed, and the resistance genes were analyzed by weighted gene co-expression network analysis (WGCNA). In the results, 42,845 differentially expressed genes were identified and divided into 18 modules, of which six modules were highly correlated with powdery mildew resistance. Gene ontology (GO) enrichment analysis showed that the six interested modules related to powdery mildew resistance were significantly enriched in N-methyltransferase activity, autophagy, mRNA splicing via spliceosome, chloroplast envelope, and AMP binding. The candidate hub genes of the interested modules were further identified, and their regulatory relationships were analyzed based on co-expression data. The temporal expression pattern of the 12 hub genes was verified within 96 h after powdery mildew inoculation by RT-PCR assay. In this study, we preliminarily explained the resistance mechanism of the wheat-A. cristatum translocation lines and obtained the hub candidate genes, which laid a foundation in the exploration of resistance genes in A. cristatum for powdery mildew-resistant breeding in wheat.