Antimicrobial peptides (AMPs) participate in immune defenses of invertebrate, vertebrate and plant species. As a kind of AMPs, penaeidins play important roles in innate immunity of shrimp. In this study, two penaeidin homologues termed FmPEN3 and FmPEN5 were cloned and identified from Fenneropenaeus merguiensis for the first time. The complete open reading frames (ORFs) of FmPEN3 and FmPEN5 were 216 bp and 240 bp, encoding 71 and 79 amino acids, respectively. Both FmPEN3 and FmPEN5 contain an N-terminal proline-rich domain (PRD) and a C-terminal cysteine-rich domain (CRD). The genome structure of FmPEN3 and FmPEN5 genes both consist of 2 exons and 1 intron. qPCR analysis showed that FmPEN3 was constitutively expressed but FmPEN5 transcripts were found only in hemocytes, gills, epidermis, nerve and pyloric cecum. The FmPEN3 and FmPEN5 expression were responsive to Vibrio parahaemolyticus and Micrococcus lysodeikticus infection and their transcription levels were downregulated by RNAi silencing of the transcription factors FmDorsal and FmRelish. In addition, recombinant proteins of FmPEN3 (rFmPEN3) and FmPEN5 (rFmPEN5) were successfully expressed in E. coli. The antibacterial assays revealed that rFmPEN3 and rFmPEN5 could inhibit the growth of M. lysodeikticus but only rFmPEN5 could inhibit the growth of V. parahaemolyticus in vitro. In summary, the results presented in this study indicated the functions of FmPEN3 and FmPEN5 played in anti-bacterial immunity of F. merguiensis, providing some insights into the function of AMPs in shrimp.