Grass carp hemorrhagic disease, caused by the grass carp reovirus (GCRV), is a major disease that hampers the development of grass carp aquaculture in China. The mechanism underlying GCRV infection is still largely unknown. Circular RNAs (circRNAs) are important regulators involved in various biological processes. In the present study, grass carp were infected with GCRV, and spleen samples were collected at 0 (control), 1, 3, 5, and 7 days post-infection (dpi). Samples were used to construct and sequence circRNA libraries, and a total of 5052 circRNAs were identified before and after GCRV infection, of which 41 exhibited differential expression compared with controls. Many parental genes of the differentially expressed circRNAs are involved in metal ion binding, protein ubiquitination, enzyme activity, and nucleotide binding. Moreover, 72 binding miRNAs were predicted from the differentially expressed circRNAs, of which eight targeted genes were predicted to be involved in immune responses, blood coagulation, hemostasis, and complement and coagulation cascades. Upregulation of these genes may lead to endothelial and blood cell damage and hemorrhagic symptoms. Our results indicate that an mRNA-miRNA-circRNA network may be present in grass carp infected with GCRV, providing new insight into the mechanism underlying grass carp reovirus infection.