Most plant viruses maintain complex interactions with their vector or nonvector insects and can indirectly (via host plants) or directly affect the fitness of insects. However, little is known about the genes involved in the interactions between insects and transmitted or nontransmitted viruses, particularly nontransmitted viruses. Sitobion avenae (Fabricius) is a vector of barley yellow dwarf virus GAV strains (BYDV-GAV), but not a vector of wheat dwarf virus (WDV), which is transmitted by the leafhopper [Psammotettix alienus (Dahlbom)]. In this study, S. avenae was utilized to determine the transcriptomic responses after feeding on wheat infected by each of the two viruses, respectively, using an Illumina Hiseq sequencing platform. The transcriptomic data presented 61,508 genes, of which 854 differentially expressed. Moreover, in addition to sharing 208 genes, the number of differentially expressed genes (DEGs) in S. avenae exposed to BYDV was higher (800) than that when exposed to WDV (262). The DEGs related to the immune system and fitness of S. avenae in response to BYDV-/ WDV-infected plants were identified and analyzed using Gene Ontologies (GO) and the Kyoto Encyclopedia of Genes and Genomes (KEGG), and the number of related DEGs was lower as nonvector than as vector. This study provides the baseline information to further examine molecular mechanisms of how wheat viruses affect S. avenae fitness and immune response either as a vector for BYDV-GAV or as a nonvector for WDV.