One of the reasons for the progressive yield decline observed in cereals production is the rapid build-up of populations of the cereal cyst nematode (CCN, Heterodera avenae). These nematodes secrete so-call effectors into their host plant to suppress the plant defense responses, alter plant signaling pathways and then induce the formation of syncytium after infection. However, little is known about its molecular mechanism and parasitism during incompatible infection. To gain insight into its repertoire of parasitism genes, we investigated the transcriptome of the early parasitic second-stage (30 hours, 3 days and 9 days post infection) juveniles of the CCN as well as the CCN infected tissue of the host Aegilops variabilis by Illumina sequencing. Among all assembled unigenes, 681 putative genes of parasitic nematode were found, in which 56 putative effectors were identified, including novel pioneer genes and genes corresponding to previously reported effectors. All the 681 CCN unigenes were mapped to 229 GO terms and 200 KEGG pathways, including growth, development and several stimulus-related signaling pathways. Sixteen clusters were involved in the CCN unigene expression atlas at the early stages during infection process, and three of which were significantly gene-enriched. Besides, the protein-protein interaction network analysis revealed 35 node unigenes which may play an important role in the plant-CCN interaction. Moreover, in a comparison of differentially expressed genes between the pre-parasitic juveniles and the early parasitic juveniles, we found that hydrolase activity was up-regulated in pre J2s whereas binding activity was upregulated in infective J2s. RT-qPCR analysis on some selected genes showed detectable expression, indicating possible secretion of the proteins and putative role in infection. This study provided better insights into the incompatible interaction between H. avenae and the host plant Ae. varabilis. Moreover, RNAi targets with potential lethality were screened out and primarily validated, which provide candidates for engineering-based control of cereal cyst nematode in crops breeding.