Pecan (Carya illinoinensis), as a popular nut tree, is widely planted in China in recent years. Grafting is an important technique for its cultivation. For a successful grafting, graft union development generally involves the formation of callus and vascular bundles at the graft union. To explore the molecular mechanism of graft union development, we applied high through-put RNA sequencing to investigate transcriptomic profiles of graft union at four time points (0d, 8d, 15d, and 30d) during pecan grafting process. We identified a total of 12,180 differentially expressed genes. In addition, we found that the content of auxin, cytokinin and gibberellin were accumulated at the graft unions during the grafting process. Correspondingly, genes involved in those hormone signaling were found to be differentially expressed. Interestingly, we found that most genes associated with cell division were up-regulated at callus formative stages, while genes related to cell elongation, secondary cell wall deposition, and programmed cell death were generally up-regulated at vascular bundle formative stages. In the meantime, genes responsible for reactive oxygen species were highly up-regulated across the graft union developmental process. These results will aid in our understanding of successful grafting in the future.