Several fruit flies species of the Anastrepha fraterculus group are of great economic importance for the damage they cause to a variety of fleshy fruits. Some species in this group have diverged recently, with evidence of introgression, showing similar morphological attributes that render their identification difficult, reinforcing the relevance of identifying new molecular markers that may differentiate species. We investigated genes expressed in head tissues from two closely related species: A. obliqua and A. fraterculus, aiming to identify fixed single nucleotide polymorphisms (SNPs) and highly differentiated transcripts, which, considering that these species still experience some level of gene flow, could indicate potential candidate genes involved in their differentiation process. We generated multiple libraries from head tissues of these two species, at different reproductive stages, for both sexes. Our analyses indicate that the de novo transcriptome assemblies are fairly complete. We also produced a hybrid assembly to map each species’ reads, and identified 67,470 SNPs in A. fraterculus, 39,252 in A. obliqua, and 6386 that were common to both species. We identified 164 highly differentiated unigenes that had a mean interspecific index (D¯ ) of at least 0.94. We selected unigenes that had Ka/Ks higher than 0.5, or had at least three or more highly differentiated SNPs as potential candidate genes for species differentiation. Among these candidates, we identified proteases, regulators of redox homeostasis, and an odorant-binding protein (Obp99c), among other genes. The head transcriptomes described here enabled the identification of thousands of genes hitherto unavailable for these species, and generated a set of candidate genes that are potentially important to genetically identify species and understand the speciation process in the presence of gene flow of A. obliqua and A. fraterculus.