Yellow catfish (Pelteobagrus fulvidraco) is one of the most important economic freshwater species in China. However, infection by bacterial pathogenic diseases has caused high mortality and great economic loss in aquaculture. It is necessary for disease control to know more about the P. fulvidraco immune system and its related genes in response to bacterial or viral infections. In this study, the transcriptomic profiles of liver from P. fulvidraco stimulated by polyriboinosinic polyribocytidylic acid (poly I:C) was analyzed using high-throughput sequencing method. After assembly and annotation, total 67,447 unigenes were acquired, with an average length of 1091 bp. Under the infection of poly I:C, 522 differentially expressed genes (DEGs) were identified, including 307 up-regulated genes and 215 down-regulated genes. To further investigate the immune-related DEGs, Gene ontology (GO) enrichment and Kyoto Encyclopedia of Genes and Genomes (KEGG) enrichment were performed. The result of GO enrichment indicated gene response to external stimulus, regulation of response to stimulus, cellular response to stimulus, immune response and immune system progress. Significant KEGG enrichment analysis identified major immune related pathways. Quantitative reverse transcription polymerase chain reaction (qRT-PCR) analysis revealed that 13 immune response genes were identified to be up-regulated after 12 h of poly I:C stimulation compared to controls. Taken together, the results of our study are beneficial for better understanding of the immune system and defense mechanisms of yellow catfish in response to poly I:C infection.