miR-92a is a kind of disease related fine-tuning regulator which is not only related with tumorigenesis and tumor development but also participates in host–pathogen interaction in vertebrates. In present study, the potential targets of miR-92a in Apostichopus japonicus coelomocytes were screened by high-throughout sequencing and PCR approaches. Total of 10 annotated candidates were identified by hybrid PCR, and 23 were verified from RNA-seq, in which SMURF, PCBP and MEGF were found in both methods. The expression patterns of miR-92a and some putative targets were further characterized by qPCR at cell and individual levels. Vibrio splendidus and LPS exposure could significantly increase the expression level of sea cucumber miR-92a at all examined time points. Accordingly, strictly negative correlation expression profiles were detected in two candidates genes of MEGF and SMURF, suggesting that these two genes showed higher possibilities to be the targets of miR-92a in sea cucumber. Overall, the present work will enhance our understanding in the context of miR-92a modulating the interaction of sea cucumber upon pathogen challenged.