The fungus Puccinia striiformis f. sp. tritici (Pst) is an important threat to wheat production because it can cause wheat stripe rust. The present study aimed to identify new stripe rust resistance genes and to provide a theoretical and practical basis for breeding wheat varieties with broad spectrum, stable, and durable resistance. Wheat leaves inoculated with wheat stripe rust fungus Chinese yellow rust 34 were collected at different time points for transcriptomic analysis based on the wheat stripe rust susceptible varieties AVOCET S (AVS) and AVSYr15NIL [near-isogenic line (NIL) derived from AVS]. The results showed that the number of upregulated genes in the two varieties was 294, 364, 398, and 604, and the number of downregulated genes was 520, 178, 570, and 345 on the 1st, 3rd, 5th, and 7th days post inoculation, respectively. Gene Ontology and Kyoto Encyclopedia of Gene and Genomes enrichment analyses found enrichment of differentially expressed genes in the peroxisome proliferators-activated receptor signaling pathways, plant–pathogen interaction, and styrene acrylic acid biosynthesis that encoded protein kinases, signal transduction, transcription factors, and functional protein components. Differentially expressed genes were randomly selected for quantitative reverse transcription PCR analysis, and the change trend was the same as in the transcriptome data. The results of this study suggest that genes in AVSYr15NIL related to the stripe rust response could be valuable for understanding the mechanisms involved in stripe rust resistance.