Porcine circovirus type 2 (PCV2), an economically important pathogen, causes postweaning multisystemic wasting syndrome (PMWS) and other syndrome diseases collectively known as porcine circovirus-associated disease (PCVAD). Previous studies revealed breed-dependent differences in porcine susceptibility to PCV2; however, the genetic mechanism underlying different resistance to PCV2 infection remains largely unknown. In this study, we found that Yorkshire × Landrace (YL) pigs exhibited serious clinical features typifying PCV2 disease, while the Laiwu (a Chinese indigenous pig breed, LW) pigs showed little clinical symptoms of the disease during PCV2 infection. At 35 days post infection (dpi), the PCV2 DNA copy in YL pigs was significantly higher than that in LW pigs (P < 0.05). The serum level of IL-4, IL-6, IL-8, IL-12 and TGF-β1 in LW pigs and TNF-α in YL pigs increased significantly at the early infected stages, respectively; while that of IL-10 and IFN-γ in YL pigs was greatly increased at 35 dpi. RNA-seq analysis revealed that, at 35 dpi, 83 genes were up-regulated and 86 genes were down-regulated in the lung tissues of LW pigs, while in YL pigs, the numbers were 187 and 18, respectively. In LW pigs, the differentially expressed genes (DEGs) were mainly involved in complement and coagulation cascades, metabolism of xenobiotics by cytochrome P450, RIG-I-like receptor signaling and B cell receptor signaling pathways. Four up-regulated genes (TFPI, SERPNC1, SERPNA1, and SERPNA5) that are enriched in complement and coagulation cascades pathway were identified in the PCV2-infected LW pigs, among which the mRNA expression of SERPNA1, as well as three genes including TGF-β1, TGF-β2 and VEGF that are regulated by SERPNA1 was significantly increased (P < 0.05). We speculate that higher expression of SERPNA1 may effectively suppress excessive inflammation reaction and reduce the pathological degree of lung tissue in PCV2-infected pigs. Collectively, our findings indicate that the susceptibility to PCV2 infection depends on a genetic difference between LW and YL pigs, and SERPNA1 likely plays an important role in the resistance of LW pigs to PCV2 infection.