In recent years, the red swamp crayfish (Procambarus clarkii, P. clarkii) farming industry has suffered huge economic losses due to the pathogenic bacterium Spiroplasma eriocheiris (S. eriocheiris). To elucidate the immune response mechanism and identify hub immune genes as well as their associated microRNAs that regulate the host response of P. clarkii against S. eriocheiris infection, we conducted a comprehensive analysis on P. clarkii hemocyte mRNA and microRNA (miRNA) transcriptomes at different infection stages using third- and second-generation sequencing technologies. In full-length transcriptome functional annotation, 8155 unigenes were annotated, and 1168 potential new transcripts were predicted. In the mRNA transcriptome, a total of 3168 differentially expressed genes were identified at different infection stages, including 1492 upregulated and 1676 downregulated genes (duplicate genes excluded). Transcriptome analysis revealed 880 differentially expressed genes involved in multiple pathways and processes such as endocytosis, autophagy, lysosome, mTOR signaling, phagosome, and the Fanconi anemia pathway. Mfuzz analysis was employed to integrate and cluster the differential expression trends of genes across the three infection stages. In the miRNA transcriptome, 234 miRNAs and 966 predicted target genes were identified, with 86 differentially expressed miRNAs identified across the three time periods. A significant difference (P < 0.05) was observed for miRNAs including pcl-miR-146-3p, pcl-miR-74-3p, pcl-miR-225-5p, and pcl-miR-68-5p. These miRNAs are involved in multiple immune and autophagy-related pathways and have regulatory effects on immune genes including Vps26, lqf, and ERK-A. Based on the differentially expressed immune-related genes, we constructed a protein-protein interaction (PPI) network, which revealed the interactions among hub genes including Rac1, Akt1, Rho1, and Egfr. We also constructed a miRNA-gene interaction network in immune and autophagy-related processes, highlighting the potential regulatory effects of miRNAs including pcl-miR-183-5p, pcl-miR-146-3p, pcl-miR-176-5p, and pcl-miR-225-5p on proteins including LST8, SNAP29, Rab-7A, and ERK-A. To conclude, this study has identified hub immune genes and corresponding regulatory miRNAs in P. clarkii hemocytes in response to S. eriocheiris infection and explored the roles of these genes in selected pathways and processes. These findings are expected to provide further insights into the molecular mechanisms that confer resistance to S. eriocheiris infection in P. clarkii.