Foxtail millet (Setaria italica), which originated in China, has a strong tolerance to low nutrition stresses. However, the mechanism of foxtail millet tolerance to low-nitrogen stress is still unknown. In this study, the transcriptome of foxtail millet under low-nitrogen stress was systematically analyzed. Expression of 1891 genes was altered, including 1318 up-regulated genes and 573 down-regulated genes. KEGG (Kyoto Encyclopedia of Genes and Genomes) analysis revealed that 3% of these genes were involved in membrane transport and 5% were involved in redox processes. There were 74 total transcription factor (TF) genes in the DEGs (differentially expressed genes), and MYB-like transcription factors accounted for one-third (25) of the TF genes. We systematically analyzed the characteristics, expression patterns, chromosome locations, and protein structures of 25 MYB-like genes. The analysis of gene function showed that Arabidopsis and rice overexpressing SiMYB3 had better root development than WT under low-nitrogen stress. Moreover, EMSA results showed that SiMYB3 protein could specifically bind MYB elements in the promoter region of TAR2, an auxin synthesis related gene and MYB3-TAR2 regulate pair conserved in rice and foxtail millet. These results suggested that SiMYB3 can regulate root development by regulating plant root auxin synthesis under low-nitrogen conditions.