The copepod Calanus finmarchicus (Crustacea, Copepoda) is a key species in the northern Atlantic food web and an important contributor to ocean carbon flux. A number of adaptations have evolved in herbivorous zooplankton species to deal with long periods of limited food resources, and synchronize growth and reproduction to seasonal peaks in primary production. Climate change induces the shift of C. finmarchicus to higher latitudes. Therefore, the copepods will experience a change in the annual timing of food resources they are adapted to, with potential phenological mismatches. Assessing the impact of global warming then requires to characterize the molecular basis of seasonal physiology in this ecologically important species. Here we generated an annual transcriptome of C. finmarchicus in a Scottish Loch, with monthly samples during an entire year. The 36 samples have been deeply sequenced with an average depth of 137 +/- 4 million reads (mean +/- SE) per sample, and aligned to the reference transcriptome. We detail the quality assessment of the datasets.