Hemorrhage syndrome is one of the most prevalent and epidemic diseases that is mainly caused by Aeromonas hydrophila invasion in Megalobrama amblycephala. Recent studies have uncovered a number of immune enzymes and transcripts that are differently expressed in this disease, but the molecular mechanism elicited still remain largely unknown. Here, we constructed an in vivo A. hydrophila infection to investigate the immune mechanism in M. amblycephala using comparative proteomic approach at the one day after infection. 30 altered protein spots were found to undergo differential expression against A. hydrophila infection in the hepatopancreas of M. amblycephala based on 2-DE and were all successfully identified using MALDI-TOF/TOF, representing 18 unique proteins. These proteins were functionally classified into metabolism, antioxidant, cofactors and vitamins, chaperone and signal transduction. Network interaction and Gene Ontology annotation indicated 13 unique proteins were closely related to immune response and directly regulated by each other. Compared with the control group, A. hydrophila infection significantly decreased the metabolism-related mRNA expressions of ENO3, APOA1, CAT and FASN, but increased the mRNA expressions of MDH, ALDOB and RSP12, which was consistent with the protein expression. Nevertheless, FAH was down-regulated at both levels but had no significant difference in mRNA level, ALDH8a1 was down-regulated at protein level but non-significantly up-regulated at the mRNA level. GSTm was up-regulated at protein level but down-regulated at the mRNA level. Consequently, these results revealed that A. hydrophila infection altered the related antioxidative proteins via complex regulatory mechanisms and reduced the immune ability of M. amblycephala at the one day after infection.