RNA-Seq has emerged as a revolutionary technology for transcriptome analysis. In this article, we report a systematic comparison of RNA-Seq and high-density exon array for detecting differential gene expression between closely related species. On a panel of human/chimpanzee/rhesus cerebellum RNA samples previously examined by the high-density human exon junction array (HJAY) and real-time qPCR, we generated 48.68 million RNA-Seq reads. Our results indicate that RNA-Seq has significantly improved gene coverage and increased sensitivity for differentially expressed genes compared with the high-density HJAY array. Meanwhile, we observed a systematic increase in the RNA-Seq error rate for lowly expressed genes. Specifically, between-species DEGs detected by array/qPCR but missed by RNA-Seq were characterized by relatively low expression levels, as indicated by lower RNA-Seq read counts, lower HJAY array expression indices and higher qPCR raw cycle threshold values. Furthermore, this issue was not unique to between-species comparisons of gene expression. In the RNA-Seq analysis of MicroArray Quality Control human reference RNA samples with extensive qPCR data, we also observed an increase in both the false-negative rate and the false-positive rate for lowly expressed genes. These findings have important implications for the design and data interpretation of RNA-Seq studies on gene expression differences between and within species.