The yellow catfish, Pelteobagrus fulvidraco, has been recognized as an important freshwater aquaculture species in Eastern and Southeast Asia. To gain a better understanding of the immune response in P. fulvidraco, we analyzed its transcriptome following stimulation with lipopolysaccharide (LPS). Phosphate buffer saline (PBS) was used as control. Following assembly and annotation, 72,152 unigenes with an average length of 1090 bp were identified. A total of 370 differentially expressed genes (DEGs) in the P. fulvidraco were observed at 12 h post LPS treatment, including 197 up-regulated genes and 173 down-regulated genes. Clusters of Orthologous Groups of proteins (KOG/COG) annotation demonstrated that a total of 18,819 unigenes classified into 26 categories. Gene ontology (GO) analysis revealed 20 biological process subcategories, 7 cellular component subcategories and 20 molecular function subcategories. The Kyoto Encyclopedia of Genes and Genomes (KEGG) enrichment analysis identified immune responses pathways. Quantitative reverse transcription polymerase chain reaction measured the expression of 18 genes involved in the immune response. CXCL2-like chemokine (CXCL2), goose-type lysozyme (LYZ G), and cathepsin K (CTSK) were significantly up-regulated. This study enriches the P. fulvidraco transcriptome database and provides insight into the immune response of P. fulvidraco against infection.