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Pecan (<i>Carya illinoensis</i>) nuts are delicious and rich in unsaturated fatty acids, which are beneficial for human health. Their yield is closely related to several factors, such as the ratio of female and male flowers. We sampled and paraffin-sectioned female and male flower buds for one year and determined the stages of initial flower bud differentiation, floral primordium formation, and pistil and stamen primordium formation. We then performed transcriptome sequencing on these stages. Our data analysis suggested that FLOWERING LOCUS T (FT) and SUPPRESSOR OF OVEREXPRESSION OF CONSTANS 1 play a role in flower bud differentiation. <i>J3</i> was highly expressed in the early stage of female flower buds and may play a role in regulating flower bud differentiation and flowering time. Genes such as <i>NF-YA1</i> and <i>STM</i> were expressed during male flower bud development. <i>NF-YA1</i> belongs to the NF-Y transcription factor family and may initiate downstream events leading to floral transformation. <i>STM</i> promoted the transformation of leaf buds to flower buds. <i>AP2</i> may have been involved in the establishment of floral meristem characteristics and the determination of floral organ characteristics. Our results lay a foundation for the control and subsequent regulation of female and male flower bud differentiation and yield improvement.