The large yellow croaker (Pseudosciaena crocea) is an economically important marine fish in China suffering from severe outbreaks of infectious disease caused by marine bacteria such as Aeromonas hydrophila (A. hydrophila), resulting in great economic losses. However, the mechanisms involved in the immune response of this fish to bacterial infection are not fully understood. To understand the molecular mechanisms underlying the immune response to such pathogenic bacteria, we used high-throughput deep sequencing technology to investigate the transcriptome and comparative expression profiles of the large yellow croaker infected with A. hydrophila. A total of 13,611,340 reads were obtained and assembled into 26,313 scaffolds in transcriptional responses of the A. hydrophila-infected large yellow croaker. Via annotation to the NCBI database, we obtained 8216 identified unigenes. In total, 5590 (68%) unigenes were classified into Gene Ontology, and 3094 unigenes were found in 20 KEGG categories. These genes included representatives from almost all functional categories. By using Solexa/Illumina's DeepSAGE, 1996 differentially expressed genes (P value < 0.05) were detected in comparative analysis of the expression profiles between A. hydrophila-infected fish and control fish, including 727 remarkably upregulated genes and 489 remarkably downregulated genes. Dramatic differences were observed in genes involved in the inflammatory response. Bacterial infection affected the gene expression of many components of signaling cascades, including the Toll-like receptor, JAK-STAT, and MAPK pathways. Genes encoding factors involved in T cell receptor (TCR) signaling were also revealed to be regulated by infection in these fish. Based on our results, we conclude that the inflammatory response may play an important role in the early stages of infection. The signaling cascades such as the Toll-like receptor, JAK-STAT, and MAPK pathways are regulated by A. hydrophila infection. Interestingly, genes encoding factors involved in TCR signaling were revealed to be downregulated by infection, indicating that TCR signaling was suppressed at this early period. These results revealed changes of multiple signaling pathways involved in immunity during A. hydrophila infection, which will facilitate our comprehensive understanding of the mechanisms involved in the immune response to bacterial infection in the large yellow croaker.