Chinese sturgeon (Acipenser sinensis), one of the oldest extant actinopterygian fishes with very high evolutionary, economical and conservation interest, is considered to be one of the critically endangered aquatic animals in China. Up to date, the immune system of this species remains largely undetermined with little sequence information publicly available. Herein, the first comprehensive transcriptome of immune tissues for Chinese sturgeon was characterized using Illumina deep sequencing. Over 67 million high-quality reads were generated and de novo assembled into the final set of 91,739 unique sequences. The annotation pipeline revealed that 25,871 unigenes were successfully annotated in the public databases, of which only 2002 had significant match to the existing sequences for the genus Acipenser. Overall 22,827 unigenes were categorized into 52 GO terms, 12,742 were classified into 26 KOG categories, and 4968 were assigned to 339 KEGG pathways. A more detailed annotation search showed the presence of a notable representation of immune-related genes, which suggests that this non-teleost actinopterygian fish harbors the same intermediates as in the well known immune pathways from mammals and teleosts, such as pattern recognition receptor (PRR) signaling pathway, JAK-STAT signaling pathway, complement and coagulation pathway, T-cell receptor (TCR) and B-cell receptor (BCR) signaling pathways. Additional genetic marker discovery led to the retrieval of 20,056 simple sequence repeats (SSRs) and 327,140 single nucleotide polymorphisms (SNPs). This immune-enriched transcriptome of Chinese sturgeon represents a rich resource that adds to the currently nascent field of chondrostean fish immunogenetics and furthers the conservation and management of this valuable fish.