Cyanobacterial blooms caused by water eutrophication have become a worldwide problem. Microcystins (MCs), especially microcystin-LR (MC-LR), released during cyanobacterial blooms exert great toxicity on fish and even lead to massive death. The present study mainly investigated the pathological damage and immune response of spleen, gut and gill in zebrafish exposed to MC-LR. Fish were exposed to 0, 1, 5 and 20 μg/L of MC-LR for 30 d. In zebrafish exposed to 5 and 20 μg/L MC-LR, edematous mitochondria, deformation of the nucleus and compaction of chromatin were observed in lymphocyte of spleen; frayed gut villi, exfoliation of epithelial cells and widespread cell lyses were observed in intestines; hyperemia in gill lamellae, epithelial tissue edema and uplift and lamellar fusion were observed in gill. Varied changed gene expression was observed in spleen, intestine and gill of zebrafish. The transcriptional levels of IFN-1 and IL-8 in spleen significantly up-regulated in 20 μg/L group, and the transcription of IL-1β and TNFα in spleen increased in 1 μg/L MC-LR treated fish. In addition, the mRNA levels of IFN-1, IL-1β, IL-8, TGF-β and TNF-α dramatically increased in intestine and gill in all MC-LR treated groups. The present studies indicated that MC-LR exposure caused marked pathological damage, however, fish could adjust actively the expression of innate immune-related genes to resist the tissue damage. Our findings provided strong evidence of the recovery potential of fish exposed to microcystins.