Hot pepper (Capsicum annuum L.) is becoming an increasingly important vegetable crop in the world. Cucumber mosaic virus (CMV) is a destructive virus that can cause leaf distortion and fruit lesions, affecting pepper production. However, studies on the response to CMV infection in pepper at the transcriptional level are limited. In this study, the transcript profiles of pepper leaves after CMV infection were investigated using Illumina and single-molecule real-time (SMRT) RNA-sequencing (RNA-seq). A total of 2143 differentially expressed genes (DEGs) were identified at five different stages. Gene ontology (GO) and KEGG analysis revealed that these DEGs were involved in the response to stress, defense response and plant-pathogen interaction pathways. Among these DEGs, several key genes that consistently appeared in studies of plant-pathogen interactions had increased transcript abundance after inoculation, including chitinase, pathogenesis-related (PR) protein, TMV resistance protein, WRKY transcription factor and jasmonate ZIM-domain protein. Four of these DEGs were further validated by quantitative real-time RT-PCR (qRT-PCR). Furthermore, a total of 73, 597 alternative splicing (AS) events were identified in the pepper leaves after CMV infection, distributed in 12, 615 genes. The intron retention of WRKY33 (Capana09g001251) might be involved in the regulation of CMV infection. Taken together, our study provides a transcriptome-wide insight into the molecular basis of resistance to CMV infection in pepper leaves and potential candidate genes for improving resistance cultivars. Copyright © 2018 Elsevier B.V. All rights reserved.