The need for better control of infectious diseases in shrimp aquaculture and the ecological importance of crustacea in marine ecosystems have prompted interest in the study of crustacean immune systems, particularly those of shrimp. As shrimp and other crustacea are poorly understood from the immunological point of view, functional genomic and proteomic approaches have been applied as a means of quickly obtaining molecular information regarding immune responses in these organisms. In this article, a series of results derived from transcriptomic and proteomic studies in shrimp (Litopenaeus vannamei) are discussed. Expressed Sequence Tag analysis, differential expression cloning through Suppression Subtractive Hybridization, expression profiling using microarrays, and proteomic studies using mass spectrometry, have provided a wealth of useful data and opportunities for new avenues of research. Examples of new research directions arising from these studies in shrimp include the molecular diversity of antimicrobial effectors, the role of double stranded RNA as an inducer of antiviral immunity, and the possible overlap between antibacterial and antiviral responses in the shrimp.