Wide and improper application of pyrethroid insecticides for mosquito control has resulted in widespread resistance in Aedes albopictus mosquitoes, an important dengue vector. Therefore, understanding the molecular regulation of insecticide resistance is urgently needed to provide a basis for developing novel resistance diagnostic methods and vector control approaches. We investigated the transcriptional profiles of deltamethrin-resistant and -susceptible Ae. albopictus by performing paired-end sequencing for RNA expression analysis. The analysis used 24 independent libraries constructed from 12 wild-caught resistant and 12 susceptible Ae. albopictus female adults. A total of 674,503,592 and 612,512,034 reads were obtained, mapped to the Ae. albopictus genome and assembled into 20,091 Ae. albopictus transcripts. A total of 1,130 significantly differentially expressed genes included 874 up-regulated genes and 256 down-regulated genes in the deltamethrin-resistant individuals. These differentially expressed genes code for cytochrome P450s, cuticle proteins, glutathione S-transferase, serine proteases, heat shock proteins, esterase, and others. We selected three highly differentially expressed candidate genes, CYP6A8 and two genes of unknown function (CCG013931 and CCG000656), to test the association between these 3 genes and deltamethrin resistance using RNAi through microinjection in adult mosquitoes and oral feeding in larval mosquitoes. We found that expression knockdown of these three genes caused significant changes in resistance. Further, we detected 1,162 single nucleotide polymorphisms (SNPs) with a frequency difference of more than 50%. Among them, 5 SNPs in 4 cytochrome P450 gene families were found to be significantly associated with resistance in a genotype-phenotype association study using independent field-collected mosquitoes of known resistance phenotypes. Altogether, a combination of novel individually based transcriptome profiling, RNAi, and genetic association study identified both differentially expressed genes and SNPs associated with pyrethroid resistance in Ae. albopictus mosquitoes, and laid a useful foundation for further studies on insecticide resistance mechanisms.