In this article, Litopenaeus vannamei were challenged by microcystin-LR through injection. Shrimp hepatopancreas and blood samples were taken to analyze the transcriptome data using Illumina Hiseq 2500. The expression profiles were analyzed by differential expression analysis and enrichment analysis. The results showed that prophenoloxidase, trypsin, C-type lectin and other genes were significantly differentially expressed. In GO enrichment analysis, we found that cell adhesion, cell killing and cell adhesion molecule binding were differentially expressed. In blood KEEG enrichment analysis, we found phagosome, apoptosis, endocytosis and cell adhesion molecules (CAMs) and other passways were significantly differentially expressed. Those results suggested that when L. vannamei was challenged by MC-LR, they would take a positive immune response to resist the infection, and cellular immune response was one of the crucial part. Phagocytosis and cell adhesion play important roles against the toxicity of MC-LR in the immune response.