Shrimp production, using a small‐scale enclosed pond system, is a rapidly growing aquaculture sector, which is valued around USD 18.30 billion in 2020. Intensified shrimp culture leads to the outbreak of transmissible diseases to eventually cause a huge loss in the production process and thus the economy. Studies on microRNA (miRNA) reveal that miRNA has an influential role in the host‐pathogen interaction during an infection. Recently, shrimp miRNA has been shown to help pathogen‐like viruses for their replication and infection. Several shrimp miRNAs were reported to be involved in enhancing host immunity against viral infection, especially white spot syndrome virus (WSSV) infection and Vibrio infection caused by bacterial species, whereas some shrimp miRNAs were reported to be hijacked by WSSV and to enhance the viral replication and establish the infection in shrimp. This gives an insight into the double‐edged sword role played by shrimp miRNA during host‐pathogen interaction. In future, this role could be employed against the virus to strengthen the shrimp culture. In this review, we discuss the role of shrimp miRNA and their mechanism(s) associated with the establishment of host‐pathogen interaction during infection, which will reveal the complexity associated with shrimp infection.