MicroRNAs (miRNAs) are important effectors in mediating host-pathogen interaction. In this report, coelomocytes miRNA libraries of three Japanese sea cucumbers Apostichopus japonicus were built by Illumina(®) Hiseq2000 from different time points after lipopolysaccharide challenge (at time 0 h, 6 h and 12 h). The clean data received from high throughput sequencing were used to sequences analysis. Referenced to the Strongylocentrotus purpuratus genome, 38 conserved miRNAs were found, and three miRNA candidates were predicted by software. According to the evidence resulting from the expression of AjC3, expressing levels of spu-miR-133, spu-miR-137 and spu-miR-2004 altered along with the expression of AjC3 changing at different time points after LPS injection. Thus, we speculated that the three miRNAs may have influence on A. japonicus complement C3. The spu-miR-137 and miR-137 gene family in miRBase were analyzed by bioinformatics. There is an obvious discrepancy between invertebrates and vertebrates. The first and ninth nucleotides in invertebrate miR-137 are offset compared vertebrate miR-137. Importantly, this is the first attempt to map the stage of immune response regulome in echinoderms, which might be considered as information for elucidating the intrinsic mechanism underlying the immune system in this species.