In mammalian embryonic development, blastocyst hatching is essential for normal implantation and development of the fetus. We reported previously that blastocysts hatching out of the zona pellucida (ZP) exhibited site preferences that were associated with pregnancy outcomes. To characterize these site differences, we analyzed the transcriptomes in the following developing mouse blastocysts within 16 h of hatching: expanding (E), hatching from the A-site (A), B-site (B), and C-site (C), hatched (H), and non-hatching (N). By principal component analysis and hierarchical cluster analysis, we determined that the gene expression profiles of A and B blastocysts, which resulted in good fertility, clustered closely. C and N blastocysts, which resulted in poor fertility, clustered closely, but distantly from A and B. Embryos hatched at B- vs. C-sites, with good vs. poor pregnancy, showed 178 differentially expressed genes (DEGs), mainly involved in immunity, which correlated positively with birth rate. These DEGs were primarily regulated by transcription factors TCF24 and DLX3. During blastocyst hatching, immune-related genes were regulated, such as