MicroRNAs (miRNAs) are small RNA molecules that play key roles in regulation of various biological processes. In order to better understand the biological significance of miRNAs in the context of Aeromonas hydrophila infection in Megalobrama amblycephala, small RNA libraries obtained from fish liver at 0 (non-infection), 4, and 24 h post infection (poi) were sequenced using Illumina deep sequencing technology. A total of 11,244,207, 9,212,958, and 7,939,157 clean reads were obtained from these three RNA libraries, respectively. Bioinformatics analysis identified 171 conserved miRNAs and 62 putative novel miRNAs. The existence of ten randomly selected novel miRNAs was validated by RT-PCR. Pairwise comparison suggested that 61 and 44 miRNAs were differentially expressed at 4 and 24 h poi, respectively. Furthermore, the expression profiles of nine randomly selected miRNAs were validated by qRT-PCR. MicroRNA target prediction, gene ontology (GO) annotation, and Kyoto Encylopedia of Genes and Genomes (KEGG) analysis indicated that a variety of biological pathways could be affected by A. hydrophila infection. Additionally, transferrin (TF) and transferrin receptor (TFR) genes were confirmed to be direct targets of miR-375. These results will expand our knowledge of the role of miRNAs in the immune response of M. amblycephala to A. hydrophila infection, and facilitate the development of effective strategies against A. hydrophila infection in M. amblycephala.