Teleost fishes are the only vertebrate lineage to show sequential hermaphroditism, where individuals change sex as a natural part of their life cycle. Teleost sex change has been well studied at many levels; from understanding sex change in an ecological and evolutionary context, to characterising the behavioural, anatomical, and hormonal changes that occur. However, the molecular mechanisms underlying this remarkable example of sexual plasticity remain elusive. From previous whole transcriptome analyses in a protogynous (female to male) sex-changer, the bluehead wrasse (Thalassoma bifasciatum), we have identified candidate genes for instigating sex change. Here, we discuss quantitative real-time PCR (qPCR) expression data for two candidate genes in the gonad (gonadal aromatase, anti-müllerian hormone) and two candidate genes in the brain (brain aromatase, isotocin) across sex change in three related protogynous labrids (wrasses): bluehead wrasse, New Zealand spotty wrasse (Notolabrus celidotus), and kyusen wrasse (Parajulis poecilepterus). Our qPCR and transcriptome data together support a role for these genes as early regulators of protogynous sex change in labrids. The labridae are a monophyletic family in which protogyny is the ancestral state. Common expression patterns of these candidate genes across wrasse species suggests that the proximate molecular mechanisms underlying sex change may be evolutionarily conserved in this group. These results contribute to ongoing work developing the New Zealand spotty as a local model organism for sex change research, and increases our understanding of molecular processes involved in phenotypic plasticity, sex determination, and development.