The cereal cyst nematode (CCN, Heterodera avenae) is a major pest of wheat (Triticum spp) that reduces crop yields in many countries. Cyst nematodes are obligate sedentary endoparasites that reproduce by amphimixis. Here, we report the first transcriptome analysis of two stages of H. avenae. After sequencing extracted RNA from pre parasitic infective juvenile and adult stages of the life cycle, 131 million Illumina high quality paired end reads were obtained which generated 27,765 contigs with N50 of 1,028 base pairs, of which 10,452 were annotated. Comparative analyses were undertaken to evaluate H. avenae sequences with those of other plant, animal and free living nematodes to identify differences in expressed genes. There were 4,431 transcripts common to H. avenae and the free living nematode Caenorhabditis elegans, and 9,462 in common with more closely related potato cyst nematode, Globodera pallida. Annotation of H. avenae carbohydrate active enzymes (CAZy) revealed fewer glycoside hydrolases (GHs) but more glycosyl transferases (GTs) and carbohydrate esterases (CEs) when compared to M. incognita. 1,280 transcripts were found to have secretory signature, presence of signal peptide and absence of transmembrane. In a comparison of genes expressed in the pre-parasitic juvenile and feeding female stages, expression levels of 30 genes with high RPKM (reads per base per kilo million) value, were analysed by qRT-PCR which confirmed the observed differences in their levels of expression levels. In addition, we have also developed a user-friendly resource, Heterodera transcriptome database (HATdb) for public access of the data generated in this study. The new data provided on the transcriptome of H. avenae adds to the genetic resources available to study plant parasitic nematodes and provides an opportunity to seek new effectors that are specifically involved in the H. avenae-cereal host interaction.