Purple non-sulfur bacteria (PNSB) are used as probiotics in shrimp aquaculture; however, no studies have examined the probiotic effects of PNSB in shrimp at the gene expression level. In this study, we examined the effects of a marine PNSB, Rhodovulum sulfidophilum KKMI01, on the gene expression of kuruma shrimp (Marsupenaeus japonicus). Short-term (3 days) effects of R. sulfidophilum KKMI01 on the gene expression in shrimp were examined using small-scale laboratory aquaria experiments, while long-term (145 days) effects of R. sulfidophilum KKMI01 on the growth performance and gene expression were examined using 200-ton outdoor aquaria experiments. Gene expression levels were examined using qRT-PCR. Results of the short-term experiments showed the upregulation of several molting-related genes, including cuticle proteins, calcification proteins, and cuticle pigment protein, suggesting that PNSB stimulated the growth of shrimp. The upregulation of several immune genes, such as prophenoloxidase, antimicrobial peptides, and superoxide dismutase, was also observed. In the 145-day outdoor experiments, the average body weight at harvest time, survival rate, and feed conversion ratio were significantly improved in PNSB-treated shrimp, and upregulation of molting and immune-related genes were also observed. When PNSB cells were added to the rearing water, the effective dosage of PNSB was as low as 103 cfu/mL, which was more than a million times dilution of the original PNSB culture (2–3 × 109 cfu/mL), indicating that R. sulfidophilum KKMI01 provides a feasible and cost-effective application as a probiotic candidate in shrimp aquaculture.