Sexual dimorphism is widespread in fish species. The red-tail catfish (Mystus wyckioides) is a commercially important catfish in the lower reaches of the Lancang River and the Mekong basin, and it shows a growth advantage in males. Here, RNA-seq was for the first time used to explore the gene expression difference between the sexes in the hypothalamus and pituitary of red-tail catfish, respectively. In the hypothalamus, 5732 and 271 unigenes have significantly higher and lower expressions, respectively, in males compared with females. KEGG analysis showed that 212 DEGs were annotated to 216 signaling pathways, and enrichment analysis suggested different levels of cAMP and glutamatergic synapse signaling between male and female hypothalami and some of the DEGs appear involved in gonad development and growth. In the pituitary, we found only 19 differentially expressed unigenes, which were annotated to 32 signaling pathways, most of which play important roles in gonad development.