Wing dimorphism, i.e., wingless and winged forms, can be induced by maternal stress signals and is an adaptive response of aphids to environmental changes. Here, we investigated the ecological and molecular effects of three kinds of stress, namely, crowding, predation, and aphid alarm pheromone, on wing dimorphism. These three stressors induced high proportion of up to 60% of winged morphs in offspring. Transcriptome analysis of stress-treated female aphids revealed different changes in maternal gene expression as induced by the three stressors. Crowding elicited widespread changes in the expression of genes involved in nutrient accumulation and energy mobilization. Distinct from crowding, predation caused dramatic expression changes in cuticle protein (CP) genes. Twenty-three CP genes that belong to CP RR2 subfamily and are highly expressed in legs and embryos were greatly repressed by the presence of ladybird. By contrast, application of alarm pheromone, E--farnesene, caused slight changes in gene expression. The three factors shared a responsive gene, cuticle protein 43. This study reveals the adaptive response of aphids to environmental stresses and provides a rich resource on genome-wide expression genes for exploring molecular mechanisms of ecological adaptation in aphids.