Many environmental and pathogenic insults induce endoplasmic reticulum (ER) stress in animals, especially in aquatic ecosystems, where these factors are crucial for life. In penaeid shrimp, pathogens and environmental stressors induce hemocyanin expression, but the involvement of hemocyanin in ER stress response is unknown. We demonstrate that in response to pathogenic bacteria (Vibrio parahaemolyticus and Streptococcus iniae), hemocyanin, ER stress proteins (Bip, Xbp1s, and Chop), and sterol regulatory element binding protein (SREBP) are induced to alter fatty acid levels in Penaeus vannamei. Interestingly, hemocyanin interacts with ER stress proteins to modulate SREBP expression, while ER stress inhibition with 4-Phenylbutyric acid or hemocyanin knockdown attenuates the expression of ER stress proteins, SREBP, and fatty acid levels. Contrarily, hemocyanin knockdown followed by tunicamycin treatment (ER stress activator) increased their expression. Thus, hemocyanin mediates ER stress during pathogen challenge, which consequently modulates SREBP to regulate the expression of downstream lipogenic genes and fatty acid levels. Our findings reveal a novel mechanism employed by penaeid shrimp to counteract pathogen-induced ER stress.