Alternative splicing (AS) contributes to the complexity of the mammalian proteome and plays an important role in diseases, including infectious diseases. The differential AS patterns of these transcript sequences between the healthy (HS3A) and mastitic (HS8A) cows naturally infected by Staphylococcus aureus were compared to understand the molecular mechanisms underlying mastitis resistance and susceptibility. In this study, using the Illumina paired-end RNA sequencing method, 1352 differentially expressed genes (DEGs) with higher than twofold changes were found in the HS3A and HS8A mammary gland tissues. Gene ontology and KEGG pathway analyses revealed that the cytokine-cytokine receptor interaction pathway is the most significantly enriched pathway. Approximately 16k annotated unigenes were respectively identified in two libraries, based on the bovine Bos taurus UMD3.1 sequence assembly and search. A total of 52.62% and 51.24% annotated unigenes were alternatively spliced in term of exon skipping, intron retention, alternative 5' splicing and alternative 3' splicing. Additionally, 1,317 AS unigenes were HS3A-specific, whereas 1,093 AS unigenes were HS8A-specific. Some immune-related genes, such as ITGB6, MYD88, ADA, ACKR1, and TNFRSF1B, and their potential relationships with mastitis were highlighted. From Chromosome 2, 4, 6, 7, 10, 13, 14, 17, and 20, 3.66% (HS3A) and 5.4% (HS8A) novel transcripts, which harbor known quantitative trait locus associated with clinical mastitis, were identified. Many DEGs in the healthy and mastitic mammary glands are involved in immune, defense, and inflammation responses. These DEGs, which exhibit diverse and specific splicing patterns and events, can endow dairy cattle with the potential complex genetic resistance against mastitis.