Sex-biased genes are considered to account for most of phenotypic differences between males and females. In order to explore the sex-biased gene expression in crab, we performed the whole-body transcriptome analysis in male and female juveniles of the Chinese mitten crab Eriocheir sinensis using next-generation sequencing technology. Of the 23,349 annotated unigenes, 148 were identified as sex-related genes. A total of 29 candidate genes involved in primary sex determination pathways were detected, indicating the sex determination cascade of the mitten crab might be more complex than previously supposed. Differential expression analysis showed 448 differentially expressed genes (DEGs) between the two transcriptomes. Most of DEGs were involved in processes such as metabolism and immunity, and not associated with obvious sexual function. The pathway predominantly enriched for DEGs were related to lysosome, which might reflect the differences in metabolism between males and females. Of the immune DGEs, 18 up-regulated genes in females were humoral immune factors, and eight up-regulated genes in males were pattern recognition receptors, suggesting sex differences of immune defense might exist in the mitten crab. In addition, two reproduction-related genes, vitellogenin and insulin-like androgenic gland factor, were identified to express in both sexes but with significantly higher level in males. Our research provides the first whole-body RNA sequencing of sex-specific transcriptomes for juvenile E. sinensis and will facilitate further studies on molecular mechanisms of crab sexual dimorphism.