The sea cucumber Apostichopus japonicus is a deposit-feeder and vital for marine benthic ecosystems. Hypoxia can influence the behaviour and even lead to massive mortality in A. japonicus in the wild. It is important to understand the molecular responses of A. japonicus when exposed to acute changes in dissolved oxygen (DO) concentration. In this study, RNA-seq provided a general overview of the gene expression profiles of the respiratory tree of A. japonicus exposed to DO of 8 mg l−1 (DO8), 4 mg l−1 (DO4) and 2 mg l−1 (DO2) conditions. Differentially expressed genes (DEGs) screening with the NOISeq method identified 51, 59 and 61 DEGs according to the criteria of fold change ≥2 and divergence probability ≥0.8 in the comparisons of DO2 vs DO4, DO2 vs DO8 and DO4 vs DO8, respectively. Gene ontology analysis showed that ‘cellular process’ and ‘binding’ had the most enriched DEGs in the categories of ‘biological process’ and ‘molecular function’, respectively (catalytic activity also had the most enriched DEGs in the category of ‘molecular function’ based on the comparison of DO2 vs DO8), while ‘cell’ and ‘cell part’ had the most enriched DEGs in the category of ‘cellular component’. The DEGs were mapped to 79, 81 and 104 pathways in the KEGG database, and 8, 29 and 16 pathways were significantly enriched, respectively. The DO-specific DEGs identified in this study of the respiratory tree are important targets for further research into the biochemical mechanisms involved in the response of the sea cucumber to changes in the DO concentration.