The cotton rat (Sigmodon) is the gold standard pre-clinical small animal model for respiratory viral pathogens, especially for respiratory syncytial virus (RSV). However, without a reference genome or a published transcriptome, studies requiring gene expression analysis in cotton rats are severely limited. The aims of this study were to generate a comprehensive transcriptome from multiple tissues of two species of cotton rats that are commonly used as animal models (Sigmodon fulviventer and Sigmodon hispidus), and to compare and contrast gene expression changes and immune responses to RSV infection between the two species. Transcriptomes were assembled from lung, spleen, kidney, heart, and intestines for each species with a contig N50 > 1600. Annotation of contigs generated nearly 120,000 gene annotations for each species. The transcriptomes of S. fulviventer and S. hispidus were then used to assess immune response to RSV infection. We identified 238 unique genes that are significantly differentially expressed, including several genes implicated in RSV infection (e.g., Mx2, I27L2, LY6E, Viperin, Keratin 6A, ISG15, CXCL10, CXCL11, IRF9) as well as novel genes that have not previously described in RSV research (LG3BP, SYWC, ABEC1, IIGP1, CREB1). This study presents two comprehensive transcriptome references as resources for future gene expression analysis studies in the cotton rat model, as well as provides gene sequences for mechanistic characterization of molecular pathways. Overall, our results provide generalizable insights into the effect of host genetics on host-virus interactions, as well as identify new host therapeutic targets for RSV treatment and prevention.