Abstract Background The worldwide pest Aphis gossypii has three-winged morphs in its life cycle, namely, winged parthenogenetic female (WPF), winged gynopara (GP), and winged male, which are all produced by a wingless parthenogenetic female (WLPF). Most studies on A. gossypii have focused on WPF, while few have investigated GP and male. The shared molecular mechanism underlying the wing differentiation in the three wing morphs of A. gossypii remains unknown. The wing differentiation of WPF was explored in a previous study. Herein, GP and male were induced indoors. The characters of the body, internal genitals, wing veins, and fecundity of GP and male were compared with those of WPF or WLPF. Compared with WLPF, the shared and separate differentially expressed genes (DEGs) were identified in these three-wing morphs. Results Newly-born nymphs reared in short photoperiod condition (8 L:16D, 18 °C) exclusively produced gynoparae (GPe) and males in adulthood successively, in which the sex ratio was GP biased. A total of 14 GPe and 9 males were produced by one mother aphid. Compared with WLPF, the three-wing morphs exhibited similar morphology and wing vein patterns but were obviously discriminated in the length of fore- and underwings, reproductive system, and fecundity. A total of 37 090 annotated unigenes were obtained from libraries constructed using the four morphs via RNA sequencing (RNA-Seq). In addition, 10 867 and 19 334 DEGs were identified in the pairwise comparison of GP versus WLPF and male versus WLPF, respectively. Compared with WLPF, the winged morphs demonstrated 2 335 shared DEGs (1 658 upregulated and 677 downregulated). The 1 658 shared upregulated DEGs were enriched in multiple signaling pathways, including insulin, FoxO, MAPK, starch and sucrose metabolism, fatty acid biosynthesis, and degradation, suggesting their key roles in the regulation of wing plasticity in the cotton aphid. Forty-four genes that spanned the range of differential expression were chosen to validate statistical analysis based on RNA-Seq through the reverse transcription quantitative real time polymerase chain reaction (RT-qPCR). The comparison concurred with the expression pattern (either up- or downregulated) and supported the accuracy and reliability of RNA-Seq. Finally, the potential roles of DEGs related to the insulin signaling pathway in wing dimorphism were discussed in the cotton aphid. Conclusions The present study established an efficiently standardized protocol for GP and male induction in cotton aphid by transferring newly-born nymphs to short photoperiod conditions (8 L:16D, 18 °C). The external morphological characters, especially wing vein patterns, were similar among WPFs, GPe, and males. However, their reproductive organs were strikingly different. Compared with WLPF, shared (2 235) and exclusively (1 470 in WLPF, 2 419 in GP, 10 774 male) expressed genes were identified in the three-wing morphs through RNA-Seq, and several signaling pathways that are potentially involved in their wing differentiation were obtained, including insulin signaling, starch and sucrose metabolism.