Kuruma shrimp (Marsupenaeus japonicus) is one of the most valuable crustacean species in capture fisheries and mariculture in the Indo-West Pacific. White spot syndrome virus (WSSV) is a highly virulent pathogen which has seriously threatened Kuruma shrimp aquaculture sector. However, little information is available in relation to underlying mechanisms of host-virus interaction in Kuruma shrimp. In this study, we performed a transcriptome analysis from the hepatopancreas of Kuruma shrimp challenged by WSSV, using Illumina-based RNA-Seq. A total of 39,084,942 pair end (PE) reads, including 19,566,190 reads from WSSV-infected group and 19,518,752 reads from non-infected (control) group, were obtained and assembled into 33,215 unigenes with an average length of 503.7 bp and N50 of 601 bp. Approximately 17,000 unigenes were predicted and classified based on homology search, gene ontology, clusters of orthologous groups of proteins, and biological pathway mapping. Differentially expressed genes (DEGs), including 2150 up-regulated and 1931 down-regulated, were found. Among those, 805 DEGs were identified and categorized into 14 groups based on their possible functions. Many genes associated with JAK–STAT signaling pathways, Integrin-mediated signal transduction, Ras signaling pathways, apoptosis and phagocytosis were positively modified after WSSV challenge. The proteolytic cascades including Complement-like activation and Hemolymph coagulations likely participated in antiviral immune response. The transcriptome data from hepatopancreas of Kuruma shrimp under WSSV challenge provided comprehensive information for identifying novel immune related genes in this valuable crustacean species despite the absence of the genome database of crustaceans.