The parasitic copepod Sinergasilus major is an important pathogen of grass carp Ctenopharyngodon idella. To understand the immune response of grass carp to the copepod infection, suppression subtractive hybridization method was employed to characterize genes up-regulation during the copepod infection in liver and gills of the fish. One hundred and twenty-two dot blot positive clones from infected subtracted library were sequenced. Searching available databases by using these nucleotide sequences revealed that 23 genes are immune-related, including known acute-phase reactants, and four novel genes encoding proteins such as source of immunodominant MHC-associated peptides (SIMP), TNF receptor-associated factor 2 binding protein (T2BP), poliovirus receptor-related protein 1 precursor, glycoprotein A repetitions predominant (GARP). The differential expression of seven immune genes, i.e. GARP, alpha-2-macroglobulin, MHC class I, C3, SIMP, T2BP, transferrin, as a result of infection was further confirmed by RT-PCR, with the up-regulation of alpha-2-macroglobulin, MHC class I, C3, SIMP and T2BP in the liver of infected fish, and down-regulation of SIMP in the gills of infected fish. The present study provides foundation for understanding grass carp immune response and candidate genes for further analysis.