Sea cucumber (Apostichopus japonicus) is an economically significant species in China having great commercial value. It is challenging to maintain the textural properties during thermal processing due to the distinctive physiochemical structure of the A. japonicus body wall (AJBW). In this study, the gene expression profiles associated with tenderization in AJBW were determined at 0 h (CON), 1 h (T_1h), and 3 h (T_3h) after treatment at 37 °C using Illumina HiSeq™ 4000 platform. Seven-hundred-and-twenty-one and 806 differentially expressed genes (DEGs) were identified in comparisons of T_1h vs. CON and T_3h vs. CON, respectively. Among these DEGs, we found that two endogenous proteases—72 kDa type IV collagenase and matrix metalloproteinase 16 precursor—were significantly upregulated that could directly affect the tenderness of AJBW. In addition, 92 genes controlled four types of physiological and biochemical processes such as oxidative stress response (3), immune system process (55), apoptosis (4), and reorganization of the cytoskeleton and extracellular matrix (30). Further, the RT-qPCR results confirmed the accuracy of RNA-sequencing analysis. Our results showed the dynamic changes in global gene expression during tenderization and provided a series of candidate genes that contributed to tenderization in AJBW. This can help further studies on the genetics/molecular mechanisms associated with tenderization.