Thioester-containing protein (TEP) family members are characterized by their unique intrachain β-cysteinyl-γ-glutamyl thioesters, and they play important roles in innate immune responses. Although significant effects of TEP members on immunity have been reported in most vertebrates, as well as certain invertebrates, the complete TEP family has not been systematically characterized in scallops. In this study, five TEP family genes (PyC3, PyA2M, PyTEP1, PyTEP2 and PyCD109) were identified from Yesso scallop (Patinopecten yessoensis) through whole-genome scanning, including one pair of tandem duplications located on the same scaffold. Phylogenetic and protein structural analyses were performed to determine the identities and evolutionary relationships of the five genes (PyTEPs). The vast distribution of PyTEPs in TEP subfamilies confirmed that the Yesso scallop contains relatively comprehensive types of TEP members in evolution. The expression profiles of PyTEPs were determined in hemocytes after bacterial infection with gram-positive (Micrococcus luteus) and gram-negative (Vibrio anguillarum) using quantitative real-time PCR (qRT-PCR). Expression analysis revealed that the PyTEP genes exhibited disparate expression patterns in response to the infection by gram bacteria. A majority of PyTEP genes were overexpressed after bacterial stimulation at most time points, especially the notable elevation displayed by duplicated genes after V. anguillarum challenge. Interestingly, at different infection times, PyTEP1 and PyTEP2 shared analogous expression patterns, as did PyC3 and PyCD109. Taken together, these results help to characterize gene duplication and the evolutionary origin of PyTEPs and supplied valuable resources for elucidating their versatile roles in bivalve innate immune responses to bacterial pathogen challenges.