The invasion of Vespa velutina presents a great threat to the agriculture economy, the ecological environment, and human health. An effective strategy for this hornet control is urgently required, but the limited genome information of Vespa velutina restricts the application of molecular-genomic tools for targeted hornet management. Therefore, we conducted large-scale transcriptome profiling of the hornet brain to obtain functional target genes and molecular markers. Using an Illumina HiSeq platform, more than 41 million clean reads were obtained and de novo assembled into 182,087 meaningful unigenes. A total of 56,400 unigenes were annotated against publicly available protein sequence databases and a set of reliable Simple Sequence Repeats (SSRs) and Single Nucleotide Polymorphisms (SNP) markers were developed. The homologous genes encoding crucial behavior regulation factors, odorant binding proteins (OBPs), and vitellogenin, were also identified from highly expressed transcripts. This study provides abundant molecular targets and markers for invasive hornet control and further promotes the genetic and molecular study of Vespa velutina.