The production of antimicrobial peptides represents a first-line host defense mechanism of innate immunity that is widespread in nature. Only recently such effectors were isolated in crustacean species, whereas numerous antimicrobial peptides have been characterized from other arthropods, both insects and chelicerates. This review presents findings on a family of antimicrobial peptides, named penaeidins, isolated from the shrimp Penaeus vannamei. Their structure and antimicrobial properties as well as their immune function will be discussed through analyses of penaeidin gene expression and peptide distribution upon microbial challenge.