In bivalves, the mantle tissue secretes organic matrix and inorganic ions into the extrapallial space (EPS) to form the shells. In addition, more and more evidences indicate the participation of hemocytes in shell mineralization, but no direct evidence has been reported that verifies the presence of hemocytes in the EPS, and their exact roles in biomineralization remain uncertain. Here, we identified hemocytes from the EPS of Pinctada fucata. Numerous components involved in cellular and humoral immunity were identified by proteome analysis, together with several proteins involved in calcium metabolism. The hemocytes exerted active phagocytosis and significantly upregulated the expression of immune genes after immune stimulation. A group of granulocytes were found to contain numerous calcium-rich vesicles and crystals, which serve as a calcium pool. During shell regeneration, some genes involved in calcium metabolism are upregulated. Strikingly, most of the shell matrix proteins were absent in the hemocytes, suggesting that they might not be solely responsible for directing the growth of the shell. Taken together, our results provided comprehensive information about the function of hemocytes in immunity and shell formation.