Vibriosis, caused by bacteria from the genus Vibrio, is one of the major diseases in shrimp aquaculture resulting in a high mortality and so economic losses. Here, proteomic analysis of the lymphoid organ of V. harveyi infected Penaeus monodon were performed in order to identify potential proteins responsible for the bacterial infection. A number of bacterial responsive proteins regarding antibacterial immunity and/or bacterial infection mechanism were discovered. Among the bacterial responsive proteins obtained from the proteomic screening, ATP synthase beta subunit and alpha-2-macroglobulin (A2M) exhibited considerably altered expression levels against V. harveyi infection. Hence, both of them were further characterized for their potentially necessary roles in the shrimp response to bacterial infection. Partial gene knockdown of ATP synthase beta subunit showed a high cumulative mortality of the transcript silenced shrimps and a dramatic decrease of the total circulating hemocyte numbers in the survival shrimps. We speculate that ATP synthase beta subunit is likely to serve vital roles in shrimp defense against the V. harveyi. Otherwise, the yeast two-hybrid system revealed that PmA2M’s receptor binding domain interacted with the carboxyl-terminus of transglutaminase type II, a key enzyme involved in the shrimp clotting system. In accord with this, PmA2M was found to colocalize with coagulation associated proteins on the extracellular blood clots. RNA interference-mediated knockdown of A2M transcript levels impaired the bacterial seizing ability of the shrimp clotting system, resulting in an up to 3.3-fold higher number of V. harveyi that systemically spreaded into the blood circulation at 5 min post-infection before later elimination by the immune system. A characteristic of PmA2M depleted clots in the presence of V. harveyi obviously illustrated fibrinolysis areas surrounding the bacteria. In vitro observation of V. harveyi entrapping normal shrimp clots; nevertheless, disclosed that the bacterial cells were initially immobilized firmly, but later, they can continue to proliferate and escape when the clots were digested by fibrinolytic enzymes. Additionally, V. harveyi secreted enzymes responsible for the clot lysis were further identified. The fibrinolytic activity of bacterial conditioned media was completely inhibited when adding 1,10 phenanthroline and AEBSF as well as the number of motile bacteria entrapped in the clots was significantly diminished when supplemented with AEBSF. This suggests that both metallo-proteases and serine proteases released from the bacteria are required for substantial fibrinolysis.