In this study, the expressions and distributions of methionine-enkephalin (Met-enk) and δ opioid receptor in the nervous system of Octopus ocellatus, and the immune regulatory mechanisms of Met-enk on O. ocellatus were explored. The distributions and expressions of Met-enk and δ opioid receptor were assessed by immunohistochemistry and enzyme-linked immunosorbent assay. UV-spectrophotometer, microplate reader, and flow cytometer were used to examine the effects of different concentrations of Met-enk on phagocytosis, antioxidant effects, and body surface mucus immunity of O. ocellatus hemocytes. The data were used to study the mechanisms of Met-enk immunity regulation in O. ocellatus. According to the results, the expression levels of Met-enk and δ opioid receptor in O. ocellatus lymphocytes were higher than those in hemocytes. The expression levels of Met-enk in the ganglia of O. ocellatus decreased in the following order: pedal ganglia > cerebral ganglia > visceral ganglia > optic ganglia > stellate ganglia. Moreover, the phagocytic activity of O. ocellatus hemocytes was enhanced with increasing Met-enk concentration. With increasing Met-enk concentration, the expressions of nitric oxide, total nitric oxide synthase, inducible nitric oxide synthase, catalase, hydrogen peroxide, myeloperoxidase, reduced glutathione, α-naphthy acetate esterase, and methionine aminopeptidases decreased in serums of O. ocellatus in the experimental group compared to the blank group. Similarly, the content of reduced glutathione in the hemocytes of O. ocellatus was also lower in the experimental group than in the blank group; however, the expressions of other substances were higher compared to the blank group. Furthermore, α-naphthy acetate esterase, myeloperoxidase, and hydrogen peroxide expressions in mucus immunity trials of the body surface were lower in the experimental group compared to the blank group. These results indicate that the distributions and expressions of Met-enk and δ opioid receptor in the nervous system of O. ocellatus were related to axoplasmic transport and immune regulation mechanisms. Met-enk participates in cellular immunity, humoral immunity, and mucus immunity in the form of neurotransmitters, thereby regulating the immune response of O. ocellatus.