Fish mycobacteriosis is a common bacterial disease in many species of freshwater and marine fish and has caused severe loss of fish production. Mycobacterium marinum has been the most prevalent pathogen observed in several outbreaks of mycobacteriosis of farmed sturgeons in China. However, the immune responses and pathology of sturgeons in mycobacterial infection are rarely studied. Therefore, we used the Illumina RNA-seq method to analyze the transcriptome profile of Acipenser schrenckii challenged with Mycobacterium marinum. To begin, 168,220 non-redundant contigs were acquired from the infection and control groups, and among these, 33,225 contigs have acquired annotations. A total of 4,043 differently expressed (DE) contigs between the two groups were identified, and among these, 2479 were upregulated and 1564 were down-regulated in the infected fish. A total of 1,340 DE contigs with acquired annotations in KEGG were enriched for 124 pathways including the TNF signaling pathway, and the Toll-like receptor signaling pathway. The roles of DE genes involved in significant pathways and other processes were discussed. The 2,209 DE contigs that have yet to acquire proper annotation may represent candidate genes associated with infection in sturgeons and are expected to serve as immunogenetic resources for further study. To our best knowledge, this is the first transcriptome study on sturgeons under bacterial infection.