Powdery mildew (Blumeria graminis f. sp. Tritici, (Bgt)) is an important worldwide fungal foliar disease of wheat (Triticum aestivum) responsible for severe yield losses. The development of resistance genes and dissection of the resistance mechanism will therefore be beneficial in wheat breeding. The Bgt resistance gene PmAS846 was transferred to the hexaploid wheat lines N9134 from Triticum dicoccoides, and it is still one of the most effective resistance genes. Here, by RNA sequencing, we identified three co-expressed gene modules using pairwise comparisons and weighted gene co-expression network analysis during wheat–Bgt interactions compared with mock-infected plants. Hub genes of stress-specific modules were significantly enriched in spliceosomes, phagosomes, the mRNA surveillance pathway, protein processing in the endoplasmic reticulum, and endocytosis. Induced module genes located on chromosome 5BL were selected to construct a protein–protein interaction network. Several proteins were predicted as the key hub node, including Hsp70, DEAD/DEAH box RNA helicase PRH75, elongation factor EF-2, cell division cycle 5, ARF guanine-nucleotide exchange factor GNOM-like, and protein phosphatase 2C 70 protein, which interacted with several disease resistance proteins such as RLP37, RPP13 and RPS2 analogues. Gene ontology enrichment results showed that wheat could activate binding functional genes via an mRNA transcription mechanism in response to Bgt stress. Of these node genes, GNOM-like, PP2C isoform X1 and transmembrane 9 superfamily member 9 were mapped onto the genetic fragment of PmAS846 with a distance of 4.8 Mb. This work provides the foundations for understanding the resistance mechanism and cloning the resistance gene PmAS846.