The suppressor of cytokine signaling (SOCS) family is a kind of negative regulators in the Janus kinase/signal transducer and activator of transcription (Jak/Stat) pathway in mammals and Drosophila. In kuruma shrimp, Marsupenaeus japonicus, SOCS2 is identified and its expression can be stimulated by peptidoglycan and polycytidylic acid. However, if SOCS2 participates in regulating Jak/Stat pathway in shrimp still needs further study. In this study, SOCS2 with Src homology 2 domain and SOCS box was identified in kuruma shrimp, M. japonicus. SOCS2 existed in hemocytes, heart, hepatopancreas, gills, stomach, and intestine, the expression of SOCS2 was upregulated significantly in the hemocytes and intestine of shrimp challenged with Vibrio anguillarum at 6 h. To analyze SOCS2 function in shrimp immunity, bacterial clearance and survival rate were analyzed after knockdown of SOCS2 in shrimp challenged with V. anguillarum. Results showed that bacterial clearance increased, and the survival rate improved significantly comparing with controls. The SOCS2 was expressed in Escherichia coli and the recombinant SOCS2 was injected into shrimp, and Stat phosphorylation and translocation were analyzed. The result showed that “overexpression” of SOCS2 declined Stat phosphorylation level and inhibited Stat translocation into the nucleus. After knockdown of SOCS2 in shrimp prior to V. anguillarum infection, the expression level of antimicrobial peptides, including anti-lipopolysaccharide factors C1, C2 and D1, and Crustin I was upregulated significantly, and the expression of the AMPs was declined after recombinant SOCS2 injection. The SOCS2 expression was also decreased in Stat-knockdown shrimp challenged by V. anguillarum at 6 and 12 h. Therefore, SOCS2 negatively regulates the AMP expression by inhibiting Stat phosphorylation and translocation into nucleus in shrimp, meanwhile, SOCS2 expression was also regulated by Jak/Stat pathway.