RNAi, mediated by microRNAs (miRNAs), has attracted increasing attention for its important role in cross-talk between host and virus. However, the role of host miRNA in the virus infection in vivo has not been intensively investigated. In this study, the effects of a shrimp miRNA (miR-965) on the white spot syndrome virus (WSSV) infection were characterized. The results indicated that the expression of miR-965 was significantly upregulated in shrimp in response to the WSSV challenge, suggesting its involvement in the virus infection. The miR-965 silencing led to significant increases of WSSV copies and virus-infected shrimp mortality, while the miR-965 overexpression resulted in the decreased WSSV copies and virus-infected shrimp mortality, indicating that miR-965 played a negative role in the WSSV infection. The further data revealed that miR-965 inhibited the virus infection by targeting the viral wsv240 gene, an important gene required for the WSSV infection in shrimp. The results demonstrated that miR-965 could promote the shrimp phagocytosis against virus infection by targeting the shrimp ATG5 (autophagy related 5) gene. Therefore, our findings presented novel evidence to better understand the anfractuous host-virus interactions in vivo.