Acute hepatopancreatic necrosis disease, AHPND, caused by a specific strain of Vibrio parahaemolyticus (VPAHPND), results in great loss of global shrimp production. Despite this, studies on shrimp defense mechanisms protecting against AHPND are few. In this study, suppression subtractive hybridization (SSH) was performed to identify differentially expressed genes from white shrimp Litopenaeus vannamei hepatopancreas upon VPAHPND infection at the early stages: 3 and 6 h post challenge and in the late stage at 48 h post challenge. Hemocyanin (HMC) is the most abundant gene identified as the up-regulated gene in the SSH library. Various hemocyanin subunits such as hemocyanin (HMC), hemocyanin subunit L1 (HMCL1), L2 (HMCL2), L3 (HMCL3), and L4 (HMCL4) were analyzed for their expression levels upon VPAHPND infection and in response to challenge with partially purified toxin of VPAHPND by qRT-PCR. Only HMC was highly up-regulated at 3 and 6 h post challenge in response to VPAHPND challenge. Two HMC subunits, HMCL3 and HMCL4, were up-regulated in the early phase of VPAHPND toxin injection. Furthermore, all subunits were down-regulated in the late phase of VPAHPND and toxin challenges. The native hemocyanin protein purified from shrimp hemolymph, identified as mixture of HMC and HMCL1, exhibited agglutination activity on VPAHPND. Injecting the purified native hemocyanin along with VPAHPND into shrimp decreased the number of bacteria in the hemolymph as compared to the VPAHPND challenged control. Moreover, pre-incubation of the purified native hemocyanin and VPAHPND toxin prior to injection into shrimp resulted in the decrease of cumulative mortality of shrimp when compared to the control. In addition, protein-protein interaction analysis carried out by ELISA technique indicated that hemocyanin exhibited VPAHPND toxin-neutralizing activity through direct interaction with PirA subunit with a dissociation constant of 6.83 × 10−6 M. Our results indicated that upon VPAHPND infection the expression of hemocyanin was induced and hemocyanin functions might involve agglutination of invading VPAHPND and also neutralization of VPAHPND secreted toxin via direct interacting with the PirA protein.