The chick embryo is an excellent model to study sex determination and gonad development. While many aspects of sex determination are conserved, birds have a ZZ male: ZW female sex chromosome system. Our group has shown that the Z-linked DMRT1 gene is necessary for testis development, yet the exact mechanism of sex determination in birds remains to be resolved. This is partly due to the poor annotation of the female-specific W sex chromosome, which is speculated to carry a female determinant. Few genes have been mapped to the W and little is known of their expression. We have used RNA-seq to produce a comprehensive profile of gene expression in chicken blastoderms and embryonic gonads prior to sexual differentiation. We have found robust sexually dimorphic gene expression in both tissues pre-dating gonadogenesis, including sex-linked and autosomal genes. This finding supports the hypothesis that sexual differentiation at the molecular level is at least partly cell autonomous in birds. Different sets of genes were sexually dimorphic in the two tissues, indicating that molecular sexual differentiation is tissue specific. Novel genomic analyses allowed the assembly of full-length transcripts for twenty-six W chromosome genes, providing a detailed view of the W transcriptome in embryonic tissues. These data provide the first extensive analysis of W-linked genes and their expression profiles in early avian embryos and suggest that sexual differentiation at the molecular level is established in chicken cells early in embryogenesis, before gonadal sex differentiation. In addition, we find that the W chromosome is more transcriptionally active than previously thought. We expand the number of known genes to twenty six and present complete coding sequences for these W genes. Further functional and expression analysis of these W-chromosome genes will assess their role in female sex determination and sexual differentiation in the chick.