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The bagrada bug, Bagrada hilaris (Burmeister), is an emerging agricultural pest in the Americas, threatening agricultural production in the southwestern United States, Mexico and Chile, as well as in the Old World (including Africa, South Asia and, more recently, Mediterranean areas of Europe). Substantive transcriptomic sequence resources for this damaging species would be beneficial towards understanding its capacity for developing insecticide resistance, identifying viruses that may be present throughout its population and identifying genes differentially expressed across life stages that could be exploited for biomolecular pesticide formulations. This study establishes B. hilaris transcriptomic resources for eggs, 2nd and 4th larval instars, as well as male and female adults. Three gene families involved in xenobiotic detoxification—glutathione S-transferases, carboxylesterases and cytochrome P450 monooxygenases—were phylogenetically characterized. These data were also qualitatively compared with previously published results for two closely related pentatomid species—the brown marmorated stink bug, Halyomorpha halys (Stål), and the harlequin bug, Murgantia histrionica (Hahn)—to elucidate shared enzymatic components of terpene-based sex pheromone biosynthetic pathways. Lastly, the sequence data were screened for potential RNAi- and virus-related content and for genes implicated in insect growth and development.