Amphioxus, a cephalochordate, is a key model animal for studying the evolution of vertebrate immunity. Recently, studies have revealed that microRNA (miRNA) expression profiles change significantly in the amphioxus gill after immune stimulation, but it remains largely unknown how gene expression responds to immune stress. Elucidating gene expression changes in the amphioxus gill will provide a deeper understanding of the evolution of gill immunity in vertebrates. Here, we used high-throughput RNA sequencing technology (RNA-seq) to conduct tag-based digital gene expression profiling (DGE) analyses of the gills of control Branchiostoma belcheri and of those exposed to the viral mimic, poly(I:C) (pIC). Six libraries were created for the control and treatment groups including three biological replicates per group. A total of 1999 differently expressed genes (DEGs) were obtained, with 571 and 1428 DEGs showing up- or down-regulation, respectively, in the treatment group. Enrichment analysis of gene ontology (GO) terms and pathways revealed that the DEGs were primarily related to immune and defense response, apoptosis, human disease, cancer, protein metabolism, enzyme activity, and regulatory processes. In addition, eight DEGs were randomly selected to validate the RNA-seq data using real-time quantitative PCR (qRT-PCR), and the results confirmed the accuracy of the RNA-seq approach. Next, we screened eight key responding genes to examine the dynamic changes in expression levels at different time points in more detail. The results indicated that expressions of TRADD, MARCH, RNF31, NF-κb, CYP450, TNFRSF6B, IFI and LECT1 were induced to participate in the antiviral response against pIC. This study provides a valuable resource for understanding the role of the amphioxus gill in antiviral immunity and the evolution of gill immunity in vertebrates.