The genetic background of the immune response of rye to leaf rust (LR), although extensively studied, is still not well understood. The recent publication of the genome of rye line Lo7 and the development of efficient transcriptomic methods has aided the search for genes that confer resistance to this disease. In this study, we investigated the potential role of rye orthologs of wheat Lr genes (Lr1, Lr10, Lr21, Lr22a, and RGA2/T10rga2-1A) in the LR seedling-stage resistance of inbred rye lines D33, D39, and L318. Bioinformatics analysis uncovered numerous Lr orthologs in the Lo7 genome, namely, 14 ScLr1, 15 ScRga2, and 2 ScLr21 paralogs, and 1 each of ScLr10 and ScLr22a genes. The paralogs of ScLr1, ScRga2, and ScLr21 were structurally different from one another and their wheat counterparts. According to an RNA sequencing analysis, only four wheat Lr gene orthologs identified in the Lo7 genome (ScLr1_3, ScLr1_4, ScLr1_8, and ScRga2_6) were differentially expressed; all four were downregulated after infection with compatible or incompatible isolates of Puccinia recondita f. sp. secalis (Prs). Using a more precise tool, RT-qPCR, we found that two genes were upregulated at 20 h post-infection, namely, ScLr1_4 and ScLr1_8 in lines D33 and D39, respectively, both of which have been found to be resistant to LR under field conditions and after treatment with a semi-compatible Prs strain. We were unable to discern any universal pattern of gene expression after Prs infection; on the contrary, all detected relationships were plant genotype-, Prs isolate-, or time-specific. Nevertheless, at least some Lr orthologs in rye (namely, ScLr1_3 ScLr1_4, ScLr1_8, and ScRga2_6), even though mainly downregulated, may play an important role in the response of rye to LR.