This study investigated the toxicological mechanism of deltamethrin on Chinese mitten crab Eriocheir sinensis juveniles in fresh water. We first conducted an acute toxicity test, followed by laboratory methods to detect changes in immune-related indices in terms of antioxidant enzyme markers, lipid metabolism-related genes, and autophagy-related and apoptosis genes. The acute toxicity (96-h LC50) of deltamethrin to E. sinensis was 7.195 μg/L. After 48 h of exposure, serum showed elevated immune-related indices (P < 0.05) for alkaline phosphatase (AKP), acid phosphatase (ACP), aspartate aminotransferase (AST), alanine aminotransferase (ALT), complement components C3 and C4, and the key pro-inflammatory cytokines interleukin-6, interleukin-1β, and tumor necrosis factor alpha (TNF-α). In hepatopancreas at 48 h, indicators related to the antioxidant system, namely superoxide dismutase (SOD) and glutathione (GSH), were significantly elevated, whereas nitric oxide and total antioxidant capacity (T-AOC) were decreased (P < 0.05). In contrast, lipid metabolism indices for triglyceride (TG), total cholesterol (TC), and malondialdehyde (MDA) were increased (P < 0.05). Transcriptomics and metabolomics revealed that exposure to deltamethrin disrupted the lipid metabolic process in the hepatopancreas mainly by altering fatty acid synthesis, amino acid metabolism, immune signaling, and autophagy activation, while the exposure increased the content of phospholipids and cholesterol but decreased the levels of amino acids and palmitoleic acid. Quantitative genetics revealed significantly aberrantly expressed (P < 0.05) lipid metabolism-related genes, including acc1, fasn, scd1, and pnpla2, all key genes involved in lipid accumulation. Deltamethrin exposure also significantly altered (P < 0.05) gene expression levels for Toll-like receptor (tlr), myeloid differentiation factor 88 (myd88), crustin1, anti-lipopolysaccharide factor isoform 3 (alf3), tumor necrosis factor alpha (tnf-α), and NF-κB transcription factor relish. Furthermore, deltamethrin activated the toll-like receptor/major myeloid differentiation response gene 88/nuclear factor kappa-light-chain-enhancer of activated B cells (TLR/MyD88/NF-kB) signaling pathway, which activates a nonspecific immune response in E. sinensis. Additionally, carnitine palmitoyltransferase 1 A (cpt1a), cytochrome c (cyt-c), adenosine 5′-monophosphate (amp)-activated protein kinase (ampk), the autophagosomal protein microtubule-associated protein 1 light chain 3c (lc3c), and the autophagy-related proteins beclin1, atg5, atg12 were significantly induced (P < 0.05) in the adenosine monophosphate-activated protein kinase/rapamycin (AMPK/mTOR) signaling pathway. These changes resulted in excess free radicals, causing oxidative stress in the mitochondrial membrane, promoting mitochondrial autophagy. The results confirm that deltamethrin exposure can induce hepatopancreatic injury by promoting mitochondrial autophagy, activating an immune response, and inhibiting lipid metabolism. Overall, this study provides multi-level information to reveal the toxic effects of deltamethrin on E. sinensis.