Background: Birds have a ZZ male: ZW female sex chromosome system and while the Z-linked DMRT1 gene is necessary for testis development, the exact mechanism of sex determination in birds remains unsolved. This is partly due to the poor annotation of the W chromosome, which is speculated to carry a female determinant. Few genes have been mapped to the W and little is known of their expression. Results: We used RNA-seq to produce a comprehensive profile of gene expression in chicken blastoderms and embryonic gonads prior to sexual differentiation. We found robust sexually dimorphic gene expression in both tissues pre-dating gonadogenesis, including sex-linked and autosomal genes. This supports the hypothesis that sexual differentiation at the molecular level is at least partly cell autonomous in birds. Different sets of genes were sexually dimorphic in the two tissues, indicating that molecular sexual differentiation is tissue specific. Further analyses allowed the assembly of full-length transcripts for 26 W chromosome genes, providing a view of the W transcriptome in embryonic tissues. This is the first extensive analysis of W-linked genes and their expression profiles in early avian embryos. Conclusion: Sexual differentiation at the molecular level is established in chicken early in embryogenesis, before gonadal sex differentiation. We find that the W chromosome is more transcriptionally active than previously thought, expand the number of known genes to 26 and present complete coding sequences for these W genes. This includes two novel W-linked sequences and three small RNAs reassigned to the W from the Un_Random chromosome.