Salinity significantly affects physiological and metabolic activities, breeding, development, survival, and growth of marine fish. The greater amberjack (Seriola dumerili) is a fast-growing species that has immensely contributed to global aquaculture diversification. However, the tolerance, adaptation, and molecular responses of greater amberjack to salinity are unclear. This study reared greater amberjack juveniles under different salinity stresses (40, 30, 20, and 10 ppt) for 30 days to assess their tolerance, adaptation, and molecular responses to salinity. RNA sequencing analysis of gill tissue was used to identify genes and biological processes involved in greater amberjack response to salinity stress at 40, 30, and 20 ppt. Eighteen differentially expressed genes (DEGs) (nine upregulated and nine downregulated) were identified in the 40 vs. 30 ppt group. Moreover, 417 DEGs (205 up-regulated and 212 down-regulated) were identified in the 20 vs. 30 ppt group. qPCR and transcriptomic analysis indicated that salinity stress affected the expression of genes involved in steroid biosynthesis (ebp, sqle, lss, dhcr7, dhcr24, and cyp51a1), lipid metabolism (msmo1, nsdhl, ogdh, and edar), ion transporters (slc25a48, slc37a4, slc44a4, and apq4), and immune response (wnt4 and tlr5). Furthermore, KEGG pathway enrichment analysis showed that the DEGs were enriched in steroid biosynthesis, lipids metabolism, cytokine–cytokine receptor interaction, tryptophan metabolism, and insulin signaling pathway. Therefore, this study provides insights into the molecular mechanisms of marine fish adaptation to salinity.