Interleukin (IL)-22, as a member of the interleukin (IL)-10 family, is an important mediator between the immune cells and epithelial tissues during infection and inflammation. This study reported the characterization and mRNA expression patterns of Pf_IL-22 gene and its cell surface-associated receptors Pf_IL-22RA1 and soluble Pf_IL-22RA2 genes in yellow catfish (Pelteobagrus filvidraco). The open reading frames (ORFs) of the Pf_IL-22, Pf_IL-22RA1 and Pf_IL-22RA2 genes were 546 bp, 1740 bp and 690 bp in length, encoding 181, 579 and 229 amino acids, respectively. Alignments of the deduced amino acid sequences present that the Pf_IL-22 has a conserved IL-10 family signature motif, and the Pf_IL-22RA1 and Pf_IL-22RA2 have two conserved fibronectin type-III domains. Quantitative real-time PCR (qPCR) analyses showed that the Pf_IL-22 and Pf_IL-22RA1 mRNAs were highly expressed in mucosal tissues such as the fin, gill, intestine, skin mucus and stomach, and were weakly expressed in the kidney, liver and head kidney of adult yellow catfish, indicating that the Pf_IL-22 transcripts may be mainly produced by mucosal immune cells/tissues in healthy yellow catfish. The mRNA expression levels of the Pf_IL-22RA2 gene were high in the muscle and liver, and were relatively low in the spleen and kidney. The mRNA expression levels of the Pf_IL-22 and its two receptor genes were significantly up-regulated in both mucosal tissues (gill, hindgut, and skin mucus) and systemic immune tissues (spleen, head kidney and blood) after Edwardsiella ictaluri challenge. These results indicated that the Pf_IL-22 and its two receptors genes might play an important role in the innate immune defense against bacterial invasion.