Mesoporous silica nanoparticles (MSNs) have been used in the field of biomedicine as antigen carriers and adjuvants for protective antigens. In the present study, an oral nanovaccine against Vibrio alginolyticus was prepared employing MSNs as carriers. The uptake of the dihydrolipoamide dehydrogenase (DLDH) antigens in the intestine of large yellow croaker was evaluated using an immunohistochemistry assay. Additionally, the effects of the nanovaccine on the early immune response in large yellow croaker were investigated via oral vaccination. The presence of the antigens was detected in the mucosa and lamina propria of the foregut, midgut, and hindgut of large yellow croaker at 3 h following oral immunization. The expression levels of cytokines (i.e., lysozyme, IFN-γ, IFITM, TNF-α, IL-1β, IL-2, IL-4, IL-10, and IL-13) in the intestine, spleen, and head kidney tissues of large yellow croaker before and after the immune challenge were determined via RT-qPCR assay. The obtained results revealed that the expression levels of lysozyme, IFN-γ, IFITM, TNF-α, IL-1β, IL-2, IL-4, IL-10, and IL-13 in the intestine and head kidney of the vaccinated large yellow croaker, as well as the expression of lysozyme, IL-1β, and IL-10 in the spleen, exhibited time-dependent oscillation regulation patterns. Notably, the nanovaccine immunization could induce early (6 h) and high expression of IFN-γ in the spleen and kidney tissues after the bacterial infection. The current study supplements the available data on the early immune response to fish nanovaccines. It also provides a valuable theoretical basis for the future development of large yellow croaker oral vaccines.