Sequencing data for this project were acquired from extraction of total RNA from the hemolymph of Penaeus stylirostris shrimp and from the water of their environment. The shrimp were reared under contrasting conditions: two rearing waters (earthen pond and clear water tanks), at two sampling times (beginning of the experiment, 9 months old shrimp reared in earthen ponds then partially transferred to clear water tanks and reared in both waters in parallel for one month, end of the experiment), during two seasons (warm and cold) and on two sites (New Caledonia and French Polynesia). RNA extractions in hemolymph samples were performed with the Direct-Zol Mini-Prep kit (Zymo Research) according to the manufacturer's protocol. RNA extractions in water samples were performed according to the manufacturer's protocol with the RNeasy PowerWater kit (Qiagen). The extracted RNAs were reverse transcribed into cDNA by M-MLV reverse transcriptase (PROMEGA) in a thermocycler (Verity TM, Biosystems). Finally, all cDNAs were sequenced by MrDNA (Shallowater, TX, Uited Sates) with primers 515F/806Rs on Illumina HiSeq, 2 x 300 bases and an average sequencing depth of 20,000 reads.