Oil palm parthenocarpic fruits, which are produced without fertilization, can be targeted to increase oil content because the majority of the fruit is occupied by mesocarp, the part in which palm oil is stored. Consequently, gaining an understanding of the parthenocarpic mechanism would be instrumental for producing parthenocarpic oil palm. This study aims to determine effects of auxin treatment and analyze differentially expressed genes in oil palm pistils at the pollination/anthesis stage, using an RNA sequencing (RNA seq) approach. The auxin treatment caused 100% parthenocarpy when auxin was sprayed before stigmas opened. The parthenocarpy decreased to 55%, 8% and 5% when the auxin was sprayed 1, 2 and 3 days after the opening of stigmas, respectively. Oil palm plants used for RNA seq were plants untreated with auxin as controls and auxin-treated plants on the day before pollination and 1 day after pollination. The number of raw reads ranged from 8,425,859 to 11,811,166 reads, with an average size ranging from 99 to 137 base pairs (bp). When compared with the oil palm transcriptome, the mapped reads ranged from 8,179,948 to 11,320,799 reads, representing 95.85–98.01% of the oil palm matching. Based on five comparisons between RNA seq of treatments and controls, and confirmation using reverse transcription polymerase chain reaction and quantitative real-time RT-PCR expression, five candidate genes, including probable indole-3-acetic acid (IAA)-amido synthetase GH3.8 (EgGH3.8), IAA-amido synthetase GH3.1 (EgGH3.1), IAA induced ARG7 like (EgARG7), tryptophan amino transferase-related protein 3-like (EgTAA3) and flavin-containing monooxygenase 1 (EgFMO1), were differentially expressed between auxin-treated and untreated samples. This evidence suggests a pathway of parthenocarpic fruit development at the beginning of fruit development. However, more research is needed to identify which genes are definitely involved in parthenocarpy.