Exosomal miRNAs are crucial in regulating the immune response of vertebrates. This study explored the function of exosomal miRNAs in the immune response of Pinctada fucata martensii by injecting poly(I:C) and PBS into the blood sinuses of the adductor muscle of P. f. martensii to stimulate an immune response, followed by the analysis of differentially expressed exosomal miRNAs in the hemolymph. The study aimed to predict their target genes and the immune-related signaling pathways regulated by exosomal miRNAs, providing preliminary insights into their roles in the immune response of P. f. martensii. The results showed that the hemolymph exosomes of P. f. martensii are spherical or nearly spherical vesicles with intact membrane structures and clear contours, ranging in size from 75 nm to 150 nm. A total of 101 miRNAs were identified in the PBS and poly(I:C) groups, of which 76 were known miRNAs. In the poly(I:C) group, seven miRNAs were significantly upregulated, and five miRNAs were significantly downregulated compared to the PBS group. These differential miRNAs were associated with 570 target genes. KEGG enrichment analysis identified immune-related signaling pathways, including “Acute myeloid leukemia” “JAK-STAT signaling pathway” and “Chemokine signaling pathway” metabolism-related pathways such as “Glycerolipid metabolism” “Purine metabolism” and “Arginine and proline metabolism,” as well as endocrine-related pathways such as “Relaxin signaling pathway” “Prolectin signaling pathway” and “Insect hormone biosynthesis” (P＜0.05). Notably, eight miRNAs, including novel_mir2, novel_mir22, miR-2b_5, and miR-279, were found to regulate immune-related signaling pathways and influence the immune response of P. f. martensii by modulating metabolism through FOXO coupling. This study suggests that hemolymph exosomal miRNAs in P. f. martensii coordinately respond to poly(I:C) stimulation by regulating immune, metabolic, and endocrine processes, providing foundational data for further research into the roles of exosomal miRNAs in the immune response of shellfish.