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Pugionium cornutum (L.) Gaertn. is a xerophytic plant species widely distributed in sandy and desert habitats in northwest China. However, the molecular mechanism of drought tolerance in P. cornutum has received little attention. At present, there is limited available transcriptome information for P. cornutum in public databases. Illumina sequencing was used to identify drought-responsive genes and to further characterize the molecular basis of drought tolerance in P. cornutum. In total, 51,385 unigenes with an average length of 825.32 bp were obtained by de novo transcriptome assembly. Among these unigenes, 35,276 were annotated with gene descriptions, conserved domains, gene ontology terms, and metabolic pathways. In addition, the results showed that differentially expressed genes (DEGs) were mainly involved in photosynthesis, nitrogen metabolism, and plant hormone signal transduction pathways, notably ascorbate and aldarate metabolism, which could be an alternative pathway to enhance antioxidant capacity in P. cornutum in response to drought stress. These results provide an important clue about the effects of accumulation of ROS on ascorbic acid biosynthesis in P. cornutum. In addition, we found that transcription of most genes involved in ascorbic acid metabolism was altered under drought stress. Additionally, 93 drought-inducible transcription factor genes were identified in the DEGs under drought conditions; these included DREB, AP2/EREBP, B-2 alpha, ERF2, MYB and Zinc finger family. The results of this study provide further insight into the molecular mechanisms of stress tolerance in P. cornutum, and also identify some attractive candidate genes and valuable information for improving drought stress tolerance in other species through genetic engineering.