Stress‐induced immunosuppression is one of the serious threats to the poultry industry, especially obvious for young chicken. However, the molecular mechanism of stress‐induced immunosuppression has not been clear in chicken. Here, we established an immunosuppression model of 7‐day‐old chickens with injecting dexamethasone (Dex) to analyze the molecular regulation in the chicken thymus. The microRNAs (miRNAs) transcripts profiles of thymuses from the model and control group were identified by the Solexa sequencing technology. The results showed 121 significantly differently expressed (SDE) miRNAs, including 119 known and two novel miRNAs (novel‐58 and novel‐350). A total of 391 target genes of the SDE miRNAs were predicted and annotated. We verified the potential negative correlation between gga‐miR‐103‐3p and TGM2 by quantitative real‐time polymerase chain reaction (qRT‐PCR), as well as between novel‐350 and PCBD2, and the results were positive. Gene ontology (GO) enrichment analysis showed that there was 298 significant enrichment GO terms, in which 31 were related to immune or stress, such as lymphocyte apoptotic process and response to stress. KEGG pathway analysis suggested that the SDE miRNAs were involved in autophagy regulation, cytokine‐cytokine receptor interaction, Toll‐like receptor signaling pathway, Jak‐STAT signaling pathway, and so on (although not significantly enriched). In these immune signaling pathways, the SDE miRNAs (such as gga‐miR‐2954, gga‐miR‐146b‐3p, gga‐miR‐106‐3p, and gga‐miR‐214) and the predicted target genes (such as IL11Ra, CSF3R, IFNGR1, CNTF, and MAP2K2) might affect the thymus immune function of chicken. The above results would provide a basis for uncovering the molecular regulation mechanism of immunosuppression in poultry.