The gene expression patterns between female and male fat bodies differ significantly and may be crucial for their different reproductive roles in dioecious insects. In this study, we used digital gene expression profiling to construct the gene expression profiles of the fat body of male and female adults of the oriental fruit fly, Bactrocera dorsalis (Hendel) (Diptera:Tephritidae), which is one of the most important agricultural pests worldwide. In total, 452 and 993 unigenes were highly expressed in the female and male fat bodies, respectively. Functional analysis showed 179 sequences assigned to reproduction, 181 sequences responding to stimuli, and 45 involved in immune functions. The expression of a selection of differentially expressed genes was validated by reverse transcription quantitative polymerase chain reaction. We found that the expression patterns of all tested genes were consistent with the digital gene expression profiles. In addition, three vitellogenin (Vg) genes in the female fat body were identified. Interestingly, one among these was a new Vg (Unigene1031) that has not been previously reported in B. dorsalis. We named this BdVg3, with accession number of KY305182 in NCBI GenBank database. Sequence analysis of BdVg3 showed that the deduced amino acid sequence of BdVg3 was highly similar to Vg from Bactrocera tau and Vg3 from Drosophila melanogaster. The high expression of all three BdVg genes specifically in the female fat body indicates their critical role in female reproduction.