Rainbow trout (Oncorhynchus mykiss), an economically important cold-water fish cultured worldwide, suffers from infectious hematopoietic necrosis virus (IHNV) infection, resulting in huge financial losses. In order to understand the immune response of rainbow trout during virus infection, we explored trout intestine transcriptome profiles following IHNV challenge, and identified 3355 differentially expressed genes (DEGs) and 80 differentially expressed miRNAs (DEMs). Transcriptome analysis revealed numerous DEGs involved in immune responses, such as toll-like receptor 3 (TLR3), toll-like receptor 7/8 (TLR7/8), tripartite motif-containing 25 (TRIM25), DExH-Box helicase 58 (DHX58), interferon-induced with helicase C domain 1 (IFIH1), interferon regulatory factor 3 (IRF3/7), signal transducer and activator of transcription 1 (STAT1) and heat shock protein 90-alpha 1 (HSP90A1). Integrated analysis identified five key miRNAs (miR-19-y, miR-181-z, miR-203-y, miR-143-z and miR-206-y) targeting at least two important immune genes (TRIM25, DHX58, STAT1, TLR7/8 and HSP90A1). Gene Ontology and Kyoto Encyclopedia of Genes and Genomes analyses showed that DEGs and target genes were significantly enriched in various immune-related terms including immune system process, binding, cell part and pathways of Toll-like receptor signalling, RIG-I-like receptor signalling, NOD-like receptor signalling, JAK-STAT signalling, PI3K-Akt signalling, NF-kappa B signalling, IL-17 signalling and AGE-RAGE signalling. In addition, protein-protein interaction networks (PPI) was used to display highly interactive DEG networks involving eight immune-related pathways. The expression trends of 12 DEGs and 10 DEMs were further verified by quantitative real-time PCR, which confirmed the reliability of the transcriptome sequencing results. This study expands our understanding of the immune response of rainbow trout infected with IHNV, and provides valuable resources for future studies on the immune molecular mechanism and disease resistance breeding.