The evolution of bioluminescence has prompted scientific attention to illuminate phylogenetic relationships of luminescent beetles. However, genomic resources are virtually lacking in rhagophthalmids (Rhagophthalmidae) and their related firefly beetles lampyrids (Lampyridae). Here, we employed the Illumina Hiseq 2000 platform and sequenced the whole-body transcriptomes of the four luminescent beetles: one rhagophthalmid (Rhagophthalmus sp.) and three fireflies (Asymmetricata circumdata, Aquatica ficta, and Pyrocoelia pectoralis). We obtained 55.4, 43.4, 38.6, and 36.7 million clean reads for the four species, respectively. All reads were assembled into contigs from which unigenes were derived. All unigenes were annotated by publicly available databases, and a total of 4325 orthologous genes were identified. Using multiple phylogenetic approaches, our transcriptome data confirmed the distinctiveness of Rhagophthalmidae from Lampyridae, which was also supported by our mitogenome analysis using three newly determined mitogenome sequences and 12 previously published ones. Together, this study is the first report of whole transcriptome sequencing data in Rhagophthalmidae and Lampyridae species, representing a valuable genomic resource for studying the origin and evolution of some remarkable traits in these beetles such as bioluminescence. Moreover, our transcriptome and mitogenome data provide useful phylogenetic information that could be of importance in future studies of phylogenetic inference.