Pecan is an economically important nut crop tree due to its unique texture and flavor properties. The pecan seed is rich of unsaturated fatty acid and protein. However, little is known about the molecular mechanisms of the biosynthesis of fatty acids in the developing seeds. In this study, transcriptome sequencing of the developing seeds was performed using Illumina sequencing technology. Pecan seed embryos at different developmental stages were collected and sequenced. The transcriptomes of pecan seeds at two key developing stages (PA, the initial stage and PS, the fast oil accumulation stage) were also compared. A total of 82,155 unigenes, with an average length of 1,198 bp from seven independent libraries were generated. After functional annotations, we detected approximately 55,854 CDS, among which, 2,807 were Transcription Factor (TF) coding unigenes. Further, there were 13,325 unigenes that showed a 2-fold or greater expression difference between the two groups of libraries (two developmental stages). After transcriptome analysis, we identified abundant unigenes that could be involved in fatty acid biosynthesis, degradation and some other aspects of seed development in pecan. This study presents a comprehensive dataset of transcriptomic changes during the seed development of pecan. It provides insights in understanding the molecular mechanisms responsible for fatty acid biosynthesis in the seed development. The identification of functional genes will also be useful for the molecular breeding work of pecan.