Vibrio harveyi is a gram-negative bacterium reported as found in many aquaculture species. To increase knowledge of the immune response against V. harveyi, in this study we performed transcriptome analysis of head kidney and spleen in orange-spotted grouper (Epinephelus coioides) at 1 and 2 days post-infection (dpi), using the Illumina sequencing platform. After de novo assembly, a total of 79,128 unigenes was detected with an N50 of 2511 bp. After alignments with sequences recorded in the major databases (NT, NR, Swiss-Prot COG, KEGG, Interpro and GO), based on sequence similarity, 61,208 (77.4%) of the unigene total could be annotated using at least one database. Comparison of gene expression levels between V. harveyi and a control group at each time point revealed differentially expressed genes (DEGs) (P < 0.05): a total of 7918 (5536 upregulated and 2282 downregulated genes) from head kidney at 1 day post infection (dpi), 4260 (1444 upregulated and 2816 downregulated genes) from head kidney at 2 dpi, 7887 (4892 upregulated and 2995 downregulated genes) from spleen at 1 dpi, and 8952 (7388 upregulated and 1564 downregulated genes) from spleen at 2 dpi. The DEGs were mainly annotated into signal transduction and immune system categories, based on the KEGG database. The DEGs were enriched in immune-related pathway functions, NOD-like receptor signaling pathways, Toll-like receptor signaling pathways, NF-κB signaling pathways, and Jak-STAT signaling pathways. Additionally, we selected several DEGs and validated their expression level by RT-qPCR. The data generated in this study may provide a valuable resource for further immune response research and offer improved strategies against V. harveyi infection in teleost fishes.