Ovary development of decapod crustaceans is controlled by a complex neuro-endocrine regulatory network. In crustacean aquaculture, eyestalk ablation (ESA) technique has been widely used to induce ovary development and maturation. However, this technique can cause significant hormonal imbalance leading to inferior egg quality and weak immunity of the animals. Understanding the molecular regulatory mechanism of ovary development will help to develop alternative measures to expedite ovarian maturation. In this study, we performed a comprehensive transcriptomic analysis of five important organs related to ovary development, including the eyestalk ganglion, brain, thoracic ganglion, hepatopancreas, and ovary, at different ovary developmental stages of the Pacific white shrimp Litopenaeus vannamei. A total of 698,118,770 clean reads were obtained from the Illumina HiSeq™ 4000 sequencing platform, resulting in an assembly of 48,722 unique transcripts (or unigenes) with an N50 of 2463 bp and a mean length of 1244 bp. 18,661 unigenes can be matched to homologous sequences in public databases. Pairwise comparisons revealed that a wide variety of genes were differentially expressed and several gene expression trends were significantly enriched in different organs during ovary development. Through weighted gene co-expression network analysis, six tissue- or stage-specific modules of co-expressed genes were identified. GO and KEGG analysis further disclosed that a rich set of genes, including those associated with the CHH family hormones, ecdysone signaling, juvenile hormone signaling, Insulin-PI3K-Akt signaling, EGFR signaling, and TGFβ signaling pathways, were preferentially expressed in specific tissues, implying their crucial roles in the regulation of ovary development process. Taken together, the study reports a comprehensive analysis of transcriptomic modulation in major neuro-endocrine organs related to shrimp ovary development. The data obtained sheds light on the potential coordination between the nervous system and its target organs (i.e. ovary and hepatopancreas), and contributes to a deeper understanding of the regulatory network orchestrating ovary development of shrimp.