Walnut (Juglans regia L.) is an important nut fruit crop mainly grown for its high nutritional and medicinal value. In walnut fruit, the pellicle is the main source of polyphenols (such as proanthocyanidins), which are natural bioactive compounds but also cause astringency and bitterness for walnut fruit consumption. However, the gene regulatory networks of phenolic biosynthetic pathways remain largely unknown in walnut pellicles. Here, we performed RNA sequencing (RNA-seq) to identify differentially expressed genes (DEGs) associated with pellicle development in walnut. In this study, seven developmental stages (8-, 9-, 11-, 13-, 15-, 17-, and 19-week after pollination) of ‘Xinwen179’ pellicle tissues were harvested to conduct further transcriptome-wide profiles. Via RNA-seq, we explored several key DEGs involved in the phenolic biosynthetic pathway, such as dihydroflavonol-4-reductase (DFR), leucoanthocyanidin reductase (LAR), anthocyanidin synthase (ANS) and anthocyanidin reductase (ANR), which are dynamically expressed at developmental stages of the walnut pellicle. Among them, ANR may directly contribute to proanthocyanidins accumulation during walnut development. Taken together, our preliminary investigation on DEGs associated with pellicle development will not only elucidate the gene regulatory networks of the phenolic biosynthetic pathway for pellicle development, but also contribute to the broad spectrum of RNA-seq data resources for further genetic improvement of walnut.