Stripe rust (or yellow rust), which is caused by Puccinia striiformis f. sp. tritici (Pst), is one of the most devastating wheat diseases worldwide. The wheat cultivar Xingzi 9104 (XZ) is an elite wheat germplasm that possesses adult plant resistance (APR), which is non-race-specific and durable. Thus, to better understand the mechanism underlying APR, we performed transcriptome sequencing of wheat seedlings and adult plants without Pst infection, and a total of 157,689 unigenes were obtained as a reference. In total, 2,666, 783 and 2,587 differentially expressed genes (DEGs) were found to be up- or down-regulated after Pst infection at 24, 48 and 120 hours post-inoculation (hpi), respectively, based on a comparison of Pst- and mock-infected plants. Among these unigenes, the temporal pattern of the up-regulated unigenes exhibited transient expression patterns during Pst infection, as determined through a Gene Ontology (GO) enrichment analysis. In addition, a Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analysis showed that many biological processes, including phenylpropanoid biosynthesis, reactive oxygen species, photosynthesis and thiamine metabolism, which mainly control the mechanisms of lignification, reactive oxygen species and sugar, respectively, are involved in APR. In particular, the continuous accumulation of reactive oxygen species may potentially contribute to the ability of the adult plant to inhibit fungal growth and development. To validate the bioinformatics results, 6 candidate genes were selected for further functional identification using the virus-induced gene silencing (VIGS) system, and 4 candidate genes likely contribute to plant resistance against Pst infection. Our study provides new information concerning the transcriptional changes that occur during the Pst-wheat interaction at the adult stage and will help further our understanding of the detailed mechanisms underlying APR to Pst.