Eleusine coracana (L.) Gaertn is a crucial C4 species renowned for its stress robustness and nutritional significance. Because of its adaptability traits, finger millet (ragi) is a storehouse of critical genomic resources for crop improvement. However, more knowledge about this crop's molecular responses to heat stress needs to be gained. In the present study, a comparative RNA sequencing analysis was done in the leaf tissue of the finger millet, between the heat-sensitive (KJNS-46) and heat-tolerant (PES-110) cultivars of Ragi, in response to high temperatures. On average, each sample generated about 24million reads. Interestingly, a comparison of transcriptomic profiling identified 684 transcripts which were significantly differentially expressed genes (DEGs) examined between the heat-stressed samples of both genotypes. The heat-induced change in the transcriptome was confirmed by qRT-PCR using a set of randomly selected genes. Pathway analysis and functional annotation analysis revealed the activation of various genes involved in response to stress specifically heat, oxidation-reduction process, water deprivation, and changes in heat shock protein (HSP) and transcription factors, calcium signaling, and kinase signaling. The basal regulatory genes, such as bZIP, were involved in response to heat stress, indicating that heat stress activates genes involved in housekeeping or related to basal regulatory processes. A substantial percentage of the DEGs belonged to proteins of unknown functions (PUFs), i.e., not yet characterized. These findings highlight the importance of candidate genes, such as HSPs and pathways that can confer tolerance towards heat stress in ragi. These results will provide valuable information to improve the heat tolerance in heat-susceptible agronomically important varieties of ragi and other crops.