Trigonella foenum-graecum L. (fenugreek) is a valuable resource of producing diosgenin which serves as a substrate for synthesizing more than two hundred kinds of steroidal drugs. Phytochemical analysis indicated that methyl jasmonate (MeJA) efficiently induced diosgenin biosynthesis in fenugreek seedlings. Though early steps up to cholesterol have recently been elucidated in plants, cytochrome P450 (CYP)- and glycosyltransferase (GT)-encoding genes involved in the late steps from cholesterol to diosgenin remain unknown. This study established comparative fenugreek transcriptome datasets from the MeJA-treated seedlings and the corresponding control lines. Differential gene expression analysis identified a number of MeJA-induced CYP and GT candidate genes. Further gene expression pattern analysis across a different MeJA-treating time points, together with a phylogenetic analysis, suggested specific family members of CYPs and GTs that may participate in the late steps during diosgenin biosynthesis. MeJA-induced transcription factors (TFs) that may play regulatory roles in diosgenin biosynthesis were also discussed. This study provided a valuable genetic resource to functionally characterize the genes involved in diosgenin biosynthesis, which will push forward the production of diosgenin in microbial organisms using a promising synthetic biology strategy.