The transcription factor PU.1 plays a key role in the development of immune system. Recent evidence demonstrated bidirectional transcription and a sense/antisense transcriptional regulatory manner in PU.1 locus. However, the effect of PU.1 mRNA and its antisense long non-coding RNA (AS lncRNA) on adaptive immunity in vivo is still not clear. In this study, we first confirmed the expression of PU.1 AS lncRNA by strand-specific RT-PCR in zebrafish. Additionally, we found that GFP was detected in zebrafish kidney using tissue smears after zebrafish was intraperitoneally injected with pLentiHI-PU.1 shRNA or pLentiHI-PU.1 AS shRNA for 2 days. Moreover, on day 0, 2 and 4, the levels of PU.1 and immune-related genes including TCRAC, Rag2, AID, IgLC-1, mIg, and sIg mRNAs were detected using real-time qPCR. The results showed that the levels of PU.1 and above 6 immune-related gene mRNAs were significantly downregulated on day 2 (P < 0.05) and day 4 (P < 0.01) by the treatment with the pLentiHI-PU.1 shRNA, whereas these genes were markedly upregulated by the treatment with the pLentiHI-PU.1 AS shRNA. Based on our results, we suggested that the effects of PU.1 transcripts including mRNA and AS lncRNA on immune-related gene expression in zebrafish were opposite. To our knowledge, this was the first report that a novel functional AS lncRNA in adaptive immunity was transcribed from the zebrafish PU.1 locus. Our findings provided novel insight into further exploration on modulating adaptive immunity by regulating PU.1 mRNA and AS lncRNA.