Gilthead sea bream (Sparus aurata) is considered an asymptomatic carrier for the nodavirus genotype affecting European sea bass (Dicentrarchus labrax), RGNNV. Only larvae and juveniles of sea bream have been found to be susceptible to the RGNNV/SJNNV reassortant. Nevertheless, the molecular bases of the high resistance of sea bream against RGNNV are not known, and the overall transcriptome response to the virus remains unexplored. In this work, we conducted the first RNA-Seq analysis of sea bream infected with RGNNV to elucidate the immune mechanisms involved in their resistance. Since we recently published the transcriptome response of sea bass infected with RGNNV, we wanted to take the same tissues (brain and head kidney) at the same time points (24 and 72 h postinfection) to conduct comparative analyses. Sea bream responded to RGNNV challenge with a powerful immune arsenal characterized by the high expression of a multitude of type I interferon-related genes, immune receptors and antigen presentation-related genes in both tissues. Moreover, complement-, coagulation- and angiogenesis-related genes were highly enriched in the head kidney at the earlier sampling point. Interestingly, despite the strong immune response found in the brain, inflammation seems to have been restrained, resulting in a neuroprotective scenario. While the response in sea bass was characterized by the activation of the stress axis, which could lead to immunosuppression and neuronal damage, genes involved in these processes were not modulated in sea bream. An efficient antiviral response accompanied by low inflammation and the absence of stimulation of the stress response seem to play a role in the success of sea bream in resisting RGNNV infection.