Serine proteases and their inhibitors play vital roles in biological processes. Serine protease inhibitors, including Kunitz-type protease inhibitors play important roles not only in physiological process (i.e. blood clotting and fibrinolysis) but also in immune responses. In this study, we characterized a Kunitz-type protease inhibitor, designated MjKuPI, from kuruma shrimp Marsupenaeus japonicus. An expression profile showed that MjKuPI was mainly expressed in hemocytes. Immunostaining revealed that some hemocytes expressed MjKuPI (MjKuPI+ hemocytes) and others did not (MjKuPI− hemocytes). Injection of shrimp with Vibrio penaeicida and white spot syndrome virus (WSSV) upregulated the mRNA level of MjKuPI, and a flow cytometry analysis revealed that the proportion of MjKuPI+ hemocytes increased significantly 24 h after injection. Together, these results suggest that MjKuPI and MjKuPI+ hemocytes have a role in the innate immune system of kuruma shrimp.