Glutathione peroxidases family is a key role in the antioxidant system in oxybiotic organisms for cell redox homeostasis. One of their members, phospholipid hydroperoxide glutathione peroxidase (GPx4) have unique monomeric structure and can directly react with complex lipid and membrane-bound peroxides under the presence of glutathione(GSH). In this paper, two complete GPx4 cDNAs (designated as LcGPx4a and LcGPx4b) from Larimichthys crocea are identified by rapid amplification of cDNA ends. The cDNA of LcGPx4a was consisted of a 5′-untranslated region (UTR) of 258 bp, a 3′-UTR of 330 bp, and an open reading frame (ORF) of 561 bp encoding 186 amino acid (aa) polypeptides. And the full-length sequence of LcGPx4b was 1164 bp with a 5′-UTR of 34 bp, a 3′-UTR of 551 bp and an ORF of 576 bp encoding a polypeptide of 191 aa residues with a predicted signal peptide of 15 aa. The characteristic selenocysteine insertion (SECIS) sequence was detected in the 3′UTR of the two sequences with 78 bp in length. The conserved active site of selenocysteine (Sec) encoded by TGA was also identified and formed a tetrad functional structure with glutamine, tryptophan, and asparagine in LcGPx4a and LcGPx4b. Two signature site motifs (“LRILAFPSNQFGNQEPG” and “LRILGFPCNQFGGQEPG”) were both conserved in the deduced amino acid of LcGPx4a and LcGPx4b. The genomic structure analysis revealed that the two sequences both had 7 exons and 6 introns, and the Sec opal codon and SECIS element were located at the third and seventh exons, respectively. LcGPx4a and LcGPx4b both have a wide distribution in 9 tissues with various relative expression levels and a highest expression pattern in the liver. Under Vibrio parahaemolyticus challenge, their relative expression levels were altered in the liver, spleen, kidney, and head kidney but with different magnitudes and response time. LcGPx4a and LcGPx4b showed a significantly up-regulated trend in the spleen during experimental period. Above results suggested that LcGPx4a and LcGPx4b were two conserved immune molecules and might play a role in the immune response of fish with a tissue-depemdent manners.