The deep-sea hydrothermal vent ecosystem is one of the extreme chemoautotrophic environments. Shinkaicaris leurokolos Kikuchi and Hashimoto, 2000, and Alvinocaris longirostris Kikuchi and Ohta, 1995, are typically co-distributed and closely related alvinocaridid shrimps in hydrothermal vent areas with different ecological niches, providing an excellent model for studying the adaptive evolution mechanism of animals in the extreme deep-sea hydrothermal vent environment. The shrimp S. leurokolos lives in close proximity to the chimney vent discharging high-temperature fluid, while A. longirostris inhabits the peripheral areas of hydrothermal vents. In this study, full-length transcriptomes of S. leurokolos and A. longirostris were generated using a combination of single-molecule real-time (SMRT) and Illumina RNA-seq technology. Expression analyses of the transcriptomes showed that among the top 30% of highly expressed genes of each species, more genes related to sulfide and heavy metal metabolism (sulfide: quinone oxidoreductase, SQR; persulfide dioxygenase, ETHE1; thiosulfate sulfurtransferase, TST, and ferritin, FRI) were specifically highly expressed in S. leurokolos, while genes involved in maintaining epibiotic bacteria or pathogen resistance (beta-1,3-glucan-binding protein, BGBP; endochitinase, CHIT; acidic mammalian chitinase, CHIA, and anti-lipopolysaccharide factors, ALPS) were highly expressed in A. longirostris. Gene family expansion analysis revealed that genes related to anti-oxidant metabolism (cytosolic manganese superoxide dismutase, SODM; glutathione S-transferase, GST, and glutathione peroxidase, GPX) and heat stress (heat shock cognate 70 kDa protein, HSP70 and heat shock 70 kDa protein cognate 4, HSP7D) underwent significant expansion in S. leurokolos, while CHIA and CHIT involved in pathogen resistance significantly expanded in A. longirostris. Finally, 66 positively selected genes (PSGs) were identified in the vent shrimp S. leurokolos. Most of the PSGs were involved in DNA repair, antioxidation, immune defense, and heat stress response, suggesting their function in the adaptive evolution of species inhabiting the extreme vent microhabitat. This study provides abundant genetic resources for deep-sea invertebrates, and is expected to lay the foundation for deep decipherment of the adaptive evolution mechanism of shrimps in a deep-sea chemosynthetic ecosystem based on further whole-genome comparison.