Hong Kong grouper (Epinephelus akaara) is an important commercially cultured marine fish in Asia, and a protogynous hermaphrodite with the "diandry" pattern. In order to explore the gene expression patterns of hypothalamus and pituitary between male and female Hong Kong grouper, we used RNA-seq technology to investigate transcriptomes of both tissues in immature and mature male and female adults. This produced 227,227,148 and 215,858,948 high quality reads from hypothalamus and pituitary, which were jointly assembled into 199,203 unigenes. Among them, 30,786 unigenes were mapped to known genes. Differential expression analysis revealed 275 unigenes that were differentially expressed between immature male and female adults and 561 between mature male and female adults. According to annotation and KEGG information, these differentially expressed genes (DEGs) were involved in development, metabolism, and regulation of transcription. One DEG, amino-terminal enhancer of split (AES), a member of the Groucho/transducin-like enhancer of split family of transcriptional regulators that played important roles in neurogenesis, segmentation, and sex determination, was significantly upregulated in male individuals in both immature and mature adult comparisons, indicating it may be involved in male reproductive function during development. Our report, for the first time, uses RNA-seq technology to investigate transcriptomes of both hypothalamus and pituitary in teleost fish, and provides a basis for further studies of molecular mechanism of sex determination and development in Hong Kong grouper.