In order to understand the molecular basis underlying the host immune response of koi carp ( Cyprinus carpio), Illumina HiSeq TM 2000 is used to analyze the muscle and spleen transcriptome of koi carp infected with Aeromonas sobria ( A. sobria). De novo assembly of paired-end reads yielded 69,480 unigenes, of which the total length, average length, N50, and GC content are 70,120,028 bp, 1037 bp, 1793 bp, and 45.77%, respectively. Annotation is performed by comparison against various databases, yielding 42,229 (non-redundant protein sequence (NR): 60.78%), 59,255 (non-redundant nucleotide (NT): 85.28%), 35,900 (Swiss-Prot: 51.67%), 11,772 (clusters of orthologous groups (COG): 16.94%), 33,057 (Kyoto Encyclopedia of Genes and Genomes (KEGG): 47.58%), 18,764 (Gene Ontology (GO): 27.01%), and 32,085 (Interpro: 46.18%) unigenes. Comparative analysis of the expression profiles between bacterial challenge fish and control fish identifies 7749 differentially expressed genes (DEGs) from the muscle and 7846 DEGs from the spleen. These DEGs are further categorized with KEGG. Enrichment analysis of the DEGs and unigenes reveals major immune-related functions, including up-regulation of genes related with Toll-like receptor signaling, complement and coagulation cascades, and antigen processing and presentation. The results from RNA-Seq data are also validated and confirmed the consistency of the expression levels of seven immune-related genes after 24 h post infection with qPCR. Microsatellites (11,534), including di-to hexa nucleotide repeat motifs, are also identified. Altogether, this work provides valuable insights into the underlying immune mechanisms elicited during bacterial infection in koi carp that may aid in the future development of disease control measures in protection against A. sobria.