The Pacific white shrimp Penaeus vannamei is the most cultured shrimp species around the world. Because females grow larger than males, the culture of ‘only females’ is of great interest, but knowledge on sex determination and differentiation is required for producing only females. In an effort to obtain information associated with reproduction in P. vannamei, transcriptomic data from female gonads was generated, and partial sequences of a transcript were identified as Sex-lethal (Sxl). Its characterization indicated that, differently from other penaeids in which this gene has been isolated, there are six isoforms of the Sxl transcript in P. vannamei (PvanSxl 1–6). These isoforms result from alternative splicing at three splice sites (SS1, SS2, SS3). The first splice-site is unique to P. vannamei, as it has not been reported for other Arthropod species; the second splice-site (SS2) is common among crustaceans, and the third splice-site (SS3) is also unique to P. vannamei and when spliced-out, it is always together with SS2. All isoforms are expressed during embryogenesis as well as gametogenesis of both genders. The two shorter isoforms, PvanSxl-5 and PvanSxl-6, which result from the splicing of SS2 and SS3, were found mostly expressed in adult testis, but PvanSxl-6 was also expressed in oocytes during gametogenesis. During oogenesis, the second largest isoform, PvanSxl-2, which splices-out only SS1, and PvanSxl-4 that splices-out SS1 and SS2 were highly expressed. These two isoforms were also highly expressed during embryonic development. In situ hybridization allowed pinpointing more specifically the cells where the PvanSxl transcripts were expressed. During embryogenesis, hybridization was observed from the one-cell stage embryo to late gastrula. In the female gonad in previtellogenesis, hybridization occurred in the nucleus of oocytes, whereas in secondary vitellogenesis the transcript also hybridized cytoplasmic granules and cortical crypts. Finally, in situ hybridization corroborated the expression of PvanSxl also in the male gonad during spermatogenesis, mostly occurring in the cytoplasm from spermatogonia and spermatocytes.