Sebastes schlegelii is an economically significant marine fish that faces serious threats from various pathogens. Edwardsiella piscicida is a pathogenic bacterium that primarily affects fish, including S. schlegelii, leading to severe disease. Although numerous reports have documented the transcriptome sequencing of various fish tissues in response to E. piscicida infection, studies focusing on specific cells remain scarce. In this study, S. schlegelii were infected by intraperitoneal injection of E. piscicida. Severe external clinical signs were observed in E. piscicida-infected S. schlegelii and pathological examination demonstrated structural damage of the head kidney following treatment with E. piscicida. Furthermore, macrophages were isolated from the head kidneys of both the control and E. piscicida-infected groups for RNA sequencing (RNA-seq). Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) analysis indicated that the DEGs were closely associated with immune response and oxidative stress. Additionally, Weighted Gene Co-expression Network Analysis (WGCNA) was performed based on the data from this study and RNA-seq files of macrophages infected with E. piscicida in vitro, revealing that immune responses, oxidative stress, and mitochondrial damage were involved in the macrophage response to E. piscicida infection both in vivo and in vitro. This study provides a reference for understanding the mechanisms by which teleost immune cells respond to pathogen invasion and enhances our comprehension of teleost innate immunity.