Acute hepatopancreatic necrosis disease (AHPND) caused by Vibrio parahaemolyticus carrying toxin-producing plasmid, has led to severe mortalities in multiple shrimp species throughout Asia. In order to understand the immunological response of shrimp to infection by AHPND-causing strain of V. parahaemolyticus (VPAHPND), the transcriptomic profiles of the hepatopancreas from severe AHPND-infected (BS_G), AHPND-survived (KB_G) and non-infected (PBS_G) Exopalaemon carinicauda groups were obtained using HiSeq™ 2500 (Illumina). In total, 525 million high quality clean reads were obtained in nine libraries and de novo assembled into 130,082 unigenes with an average length of 724 bp. Based on sequence similarity, 22.75% unigenes were annotated in the public databases. Comparative analysis revealed that 3733 genes differentially expressed in VPAHPND infection compared with the controls, including 1114 and 3461 unigenes in BS_G vs PBS_G and KB_G vs PBS_G, respectively. A total of 229 differential expressed genes that have high homologies with the known proteins in crustacean species were identified, among which 127 genes are reported potentially related to immune function. We identified relative genes and pathways associated with AHPND pathogenesis and defenses. Our results provide valuable information for further analysis of the mechanisms of shrimp defense against AHPND infection.