Chikungunya virus (CHIKV) is an emerging pathogen around the world and causes significant morbidity in patients. A single amino acid mutation in the envelope protein of CHIKV has led to a shift in vector preference towards Aedes albopictus. While mosquitoes are known to mount an antiviral immune response post-infection, molecular interactions during the course of infection at the tissue level remain largely uncharacterised. We performed whole transcriptome analysis on dissected midguts of Aedes albopictus infected with CHIKV to identify differentially expressed genes. For this, RNA was extracted at two days post-infection (2-dpi) from pooled midguts. We initially identified 25 differentially expressed genes (p-value < 0.05) when mapped to a reference transcriptome. Further, multiple differentially expressed genes were identified from a custom de novo transcriptome, which was assembled using the reads that did not align with the reference genome. Thirteen of the identified transcripts, possibly involved in immunity, were validated by qRT-PCR. Homologues of seven of these genes were also found to be significantly upregulated in Aedes aegypti midguts 2 dpi, indicating a conserved mechanism at play. These results will help us to characterise the molecular interaction between Aedes albopictus and CHIKV and can be utilised to reduce the impact of this viral infection.