Halyomorpha halys (Stål) (Insecta:Hemiptera;Pentatomidae), commonly known as the Brown Marmorated Stink Bug (BMSB), is an invasive pest of the mid-Atlantic region of the United States, causing economically important damage to a wide range of crops. Native to Asia, BMSB was first observed in Allentown, PA, USA, in 1996, and this pest is now well-established throughout the US mid-Atlantic region and beyond. In addition to the serious threat BMSB poses to agriculture, BMSB has become a nuisance to homeowners, invading home gardens and congregating in large numbers in human-made structures, including homes, to overwinter. Despite its significance as an agricultural pest with limited control options, only 100 bp of BMSB sequence data was available in public databases when this project began. Transcriptome sequencing was undertaken to provide a molecular resource to the research community to inform the development of pest control strategies and to provide molecular data for population genetics studies of BMSB. Using normalized, strand-specific libraries, we sequenced pools of all BMSB life stages on the Illumina HiSeq. Trinity was used to assemble 200,000 putative transcripts in >100,000 components. A novel bioinformatic method that analyzed the strand-specificity of the data reduced this to 53,071 putative transcripts from 18,573 components. By integrating multiple other data types, we narrowed this further to 13,211 representative transcripts. Bacterial endosymbiont genes were identified in this dataset, some of which have a copy number consistent with being lateral gene transfers between endosymbiont genomes and Hemiptera, including ankyrin-repeat related proteins, lysozyme, and mannanase. Such genes and endosymbionts may provide novel targets for BMSB-specific biocontrol. This study demonstrates the utility of strand-specific sequencing in generating shotgun transcriptomes and that rapid sequencing shotgun transcriptomes is possible without the need for extensive inbreeding to generate homozygous lines. Such sequencing can provide a rapid response to pest invasions similar to that already described for disease epidemiology.