Electroacupuncture (EA) can relieve various pains. However, its mechanism in terms of the transcriptome is still not well-known. To explore the full profile of EA-induced molecular modification in the central nerve system, three twins of goats were selected for a match-paired experiment: EA stimulation (60 Hz, 30 min) and none-EA (control). Goats in the EA group showed an increased (p < 0.05) nociceptive threshold compared with the control goats. Experimental goats were sacrificed at 4 h of the experiment, and the periaqueductal grays were harvested for RNA sequencing. As a result, 2651 differentially expressed genes (1803 up-regulated and 848 down-regulated genes) were found and enriched in 30 Kyoto Encyclopedia of Genes and Genomes pathways and 149 gene ontology terms. EA-regulated five neuropeptide genes (proenkephalin, proopiomelanocortin, preprodynorphin, diazepam-binding inhibitor and proprotein convertase 1 inhibitor) were validated with quantitative PCR. Furthermore, up-regulated glutamate receptors, glutamate transporters, γ-aminobutyric acid (GABA) receptors, GABA transporters, synaptotagmins or mitogen-activated protein kinase (MAPK) genes might contribute to EA-induced analgesia through regulating the glutamatergic synapse, GABAergic synapse, MAPKs, ribosome or ubiquitin-proteasome pathways. Our findings reveal a full profile of molecular modification in response to EA and provide a solid experimental framework for exploring the mechanisms underlying EA-induced analgesia.