Wheat grain development is a robust biological process that largely determines grain quality and yield. In this study, we investigated the grain transcriptome of winter wheat cv. Xiaoyan-6 at four developmental stages (5, 10, 15, and 20 days post-anthesis), using high-throughput RNA sequencing (RNA-Seq). We identified 427 grain-specific transcription factors (TFs) and 1653 differentially expressed TFs during grain development as well as a grain co-expression regulation network (GrainNet) of the TFs and their predicted co-expressed genes. Our study identified ten putative key TFs and the predicted regulatory genes of these TFs in wheat grain development of Xiaoyan-6. The analysis was given a firm basis through the study of additional wheat tissues, including root, stem, leaf, flag leaf, grain, spikes (from wheat plants at booting or heading stages) to provide a dataset of 92,478 high-confidence protein-coding genes that were mostly evenly distributed among subgenomes, but unevenly distributed across each of the chromosomes or each of the seven homeologous groups. Within this larger framework of the transcriptomes, we identified 4659 grain-specific genes (SEGs) and 26,500 differentially expressed genes (DEGs) throughout grain development stages tested. The SEGs identified mainly associate with regulation and signaling-related biological processes, while the DEGs mainly involve in cellular component organization or biogenesis and nutrient reservoir activity during grain development of Xiaoyan-6. This study establishes new targets for modifying genes related to grain development and yield, to fine-tune expression in different varieties and environments.