Circular RNA (circRNA) represents a type of newly discovered non-coding RNA, distinguished by its closed loop structure formed through covalent bonds. Recent studies have revealed that circRNAs have crucial influences on host anti-pathogen responses. Yellow catfish (Pelteobagrus fulvidraco), an important aquaculture fish with great economic value, is susceptible to Aeromonas veronii, a common aquatic pathogen that can cause acute death. Here, we reported the first systematic investigation of circRNAs in yellow catfish, especially those associated with A. veronii infection at different time points. A total of 1205 circRNAs were identified, which were generated from 875 parental genes. After infection, 47 circRNAs exhibited differential expression patterns (named DEcirs). The parental genes of these DEcirs were functionally engaged in immune-related processes. Accordingly, seven DEcirs (novel_circ_000226, 278, 401, 522, 736, 843, and 975) and six corresponding parental genes (ADAMTS13, HAMP1, ANG3, APOA1, FGB, and RALGPS1) associated with immunity were obtained, and their expression was confirmed by RT-qPCR. Moreover, we found that these DEcir-gene pairs likely acted through pathways, such as platelet activation, antimicrobial humoral response, and regulation of Ral protein signal transduction, to influence host immune defenses. Additionally, integrated analysis showed that, of the 7 immune-related DEcirs, three targeted 16 miRNAs, which intertwined into circRNA-miRNA networks. These findings revealed that circRNAs, by targeting genes or miRNAs are highly involved in anti-bacterial responses in yellow catfish. Our study comprehensively illustrates the roles of circRNAs in yellow catfish immune defenses. The identified DEcirs and the circRNA-miRNA network will contribute to the further investigations on the molecular mechanisms underlying yellow catfish immune responses.