The protozoan parasite Cryptocaryon irritans causes marine white spot disease in a wide range of fish hosts, including gilthead seabream, a very sensitive species with great economic importance in the Mediterranean area. Thus, we aimed to evaluate the immunity of gilthead seabream after a severe natural outbreak of C. irritans. Morphological alterations and immune cell appearance in the gills were studied by light microscopy and immunohistochemical staining. The expression of several immune-related genes in the gills and head kidney were studied by qPCR, including inflammatory and immune cell markers, antimicrobial peptides (AMP), and cell-mediated cytotoxicity (CMC) molecules. Serum humoral innate immune activities were also assayed. Fish mortality reached 100% 8 days after the appearance of the C. irritans episode. Gill filaments were engrossed and packed without any space between filaments and included parasites and large numbers of undifferentiated and immune cells, namely acidophilic granulocytes. Our data suggest leukocyte mobilization from the head kidney, while the gills show the up-regulated transcription of inflammatory, AMPs, and CMC-related molecules. Meanwhile, only serum bactericidal activity was increased upon infection. A potent local innate immune response in the gills, probably orchestrated by AMPs and CMC, is triggered by a severe natural outbreak of C. irritans.