King grass, a hybrid grass between pearl millet and elephant grass, has many excellent characteristics such as high biomass yield, great stress tolerance, and enormous economic and ecological value, which makes it ideal for development of phytoremediation. At present, the physiological and molecular response of king grass to cadmium (Cd) stress is poorly understood. Transcriptome analysis of early response (3 h and 24 h) of king grass leaves and roots to high level Cd (100 µM) has been investigated and has shed light on the molecular mechanism underlying Cd stress response in this hybrid grass. Our comparative transcriptome analysis demonstrated that in combat with Cd stress, king grass roots have activated the glutathione metabolism pathway by up-regulating glutathione S-transferases (GSTs) which are a multifunctional family of phase II enzymes that detoxify a variety of environmental chemicals, reactive intermediates, and secondary products of oxidative damages. In roots, early inductions of phenylpropanoid biosynthesis and phenylalanine metabolism pathways were observed to be enriched in differentially expressed genes (DEGs). Meanwhile, oxidoreductase activities were significantly enriched in the first 3 h to bestow the plant cells with resistance to oxidative stress. We also found that transporter activities and jasmonic acid (JA)-signaling might be activated by Cd in king grass. Our study provided the first-hand information on genome-wide transcriptome profiling of king grass and novel insights on phytoremediation.