Gibel carp (Carassius auratus gibelio) is an important economic fish species in China, but its development is seriously restricted by the crucian carp hematopoietic organ necrosis caused by Cyprinid herpesvirus 2 (CyHV-2). Gill is the key portal for CyHV-2 primary invasion, and the gill immune barrier is the first defense line against infection. Our previous studies showed that dietary poly-β-hydroxybutyrate (PHB) supplementation can enhance the disease resistance of gibel carps against CyHV-2 infection, and antioxidants play an important role against this infection. However, the effect of PHB supplementation on the gill immune barrier and primary proliferation of CyHV-2 in the gill is unclear. Herein, results showed that (1) PHB supplementation significantly increased the activities of SOD, GST, and other antioxidant-related enzymes in the gill and gill mucus; (2) PHB significantly upregulated the transcription of genes involved in the JAK/STAT signaling pathway, Th1 and Th2 cell differentiation, tryptophan metabolism, and MAPK signaling pathway; (3) PHB effectively reduced the cumulative mortality of fish post-CyHV-2 infection; (4) PHB significantly inhibited primary CyHV-2 proliferation in the gill; (5) at the early stage (6 hpi) of CyHV-2 infection, the transcription of IFN-γ, IFN-γR, TNF-α, JUN, TCR-β, IL-4R, STAT1, and AhR in the gill was significantly upregulated by 14.15-folds, 6.55-folds, 9.32-folds, 6.77-folds, 9.84-folds, 5.55-folds, 9.11-folds and 13.06-folds, respectively; and (6) during the late stages (96 hpi and 168 hpi) of infection, some genes in the kidney and intestine were continuously upregulated. In conclusion, PHB can improve the antioxidant capacity of the gill, enhance the immune response, and inhibit the viral proliferation in the gill at the early infection stage. It is of great significance for us to develop novel prevention strategies to control CyHV-2 infection, considering immuno-modulation of the primary invasion organ, the gill, and host antioxidation.