Glutathione peroxidases (GPx) are parts of the enzymatic antioxidant system that can eliminate the peroxides produced as effect of reactions of molecules with reactive oxygen species (ROS). In this study, a selenium-dependent glutathione peroxidase 3 cDNAs (designated as SpGPx3) was obtained from the mud crab Scylla paramamosain. The open reading frame (ORF) of SpGPx3 was 639 bp, which encoded a putative protein of 212 amino acids. SpGPx3 protein contained a characteristic GPx signature motif, and an active site motif. Mud crabs were exposed to 20 mg L−1 nitrite for 72 h. Quantitative real-time PCR analysis revealed that the SpGPx3 mRNA was distributed abundantly in mud crab. The transcript levels of antioxidant enzyme genes (SpGPx3, SpSOD and SpCAT) were obviously induced after acute nitrite exposure. After knockdown of the SpGPx3 level, the mortality of mud crabs and malondialdehyde (MDA) content significantly increased under nitrite stress. These results suggested that SpGPx3 played an important role in protecting organisms against oxidative stress.