Lily tepals have a short lifespan. Once the tepals senesce, the ornamental value of the flower is lost. Some cultivars have attractive purple ovaries and fruits which greatly enhance the ornamental value of Asiatic hybrid lilies. However, little is known about the molecular mechanisms of anthocyanin biosynthesis in Asiatic hybrid lily ovaries. To investigate the transcriptional network that governs purple ovary coloration in Asiatic hybrid lilies, we obtained transcriptome data from green ovaries (S1) and purple ovaries (S2) of Asiatic ‘Tiny Padhye’. Comparative transcriptome analysis revealed 4228 differentially expressed genes. Differential expression analysis revealed that nine unigenes including four CHS genes, one CHI gene, one F3H gene, one F3′H gene, one DFR gene, and one UFGT gene were significantly up-regulated in purple ovaries. One MYB gene, LhMYB12-Lat, was identified as a key transcription factor determining the distribution of anthocyanins in Asiatic hybrid lily ovaries. Further qPCR results showed unigenes related to anthocyanin biosynthesis were highly expressed in purple ovaries of Asiatic ‘Tiny Padhye’ at stages 2 and 3, while they showed an extremely low level of expression in ovaries of Asiatic ‘Yellow Pixels’ during all developmental stages. In addition, shading treatment significantly decreased pigment accumulation by suppressing the expression of several unigenes related to anthocyanin biosynthesis in ovaries of Asiatic ‘Tiny Padhye’. These results could further our understanding of the molecular mechanisms of anthocyanin biosynthesis in Asiatic hybrid lily ovaries.