Soybean downy mildew (SDM) caused by Peronospora manshurica (Pm) is a common disease of soybean that occurs wherever soybean is grown. In order to provide new insights about the defense mechanism of soybean response to Pm infection, differential expression of WRKY transcription factors (TFs) in SDM-high resistant (HR) and SDM-high susceptible (HS) genotypes were analyzed in this study. Totally, 22 WRKY TFs were differentially expressed in HR and HS genotype, while 16 WRKY TFs were found to be specific in response to fungal inoculation. By yeast one-hybrid (Y1H) assay, the GmWRKY31 was characterized to be able to bind the cis-acting W-box element in the promoter region of the GmSAGT1 gene whose higher transcriptional expression was associated with enhanced SDM-resistance. This result of Y1H assay, together with the activation of GmSAGT1 both by SA (salicylic acid) induction and Pm infection in vivo, let us to speculate that the GmWRKY31 might regulate the GmSAGT1 gene expression and involve in SA-mediated immune responses in soybean.