The RNA interference (RNAi) system of eukaryotes using siRNAs has been documented as an immune response against invasion by RNA viruses. However, whether the siRNA pathway can be triggered by the infection with DNA viruses in animals remains to be investigated. In the present study, we show that Marsupenaeus japonicus shrimp can generate an antiviral siRNA (vp28-siRNA) in response to infection by a double-stranded DNA virus, white spot syndrome virus (WSSV). After challenging with WSSV, vp28-siRNA is detected in all the WSSV-infected organs and tissues of shrimp as early as 24 h postinfection (p.i.). The results indicate that the host Dicer2 and Ago2 proteins are required for the biogenesis and function of vp28-siRNA, respectively. We show further that vp28-siRNA predominates in the cytoplasm of shrimp hemocytes at 48 h p.i. Knockdown of Dicer2 by special siRNA or inhibition of vp28-siRNA with locked nucleic acid antisense oligonucleotides both lead to a significant increase in WSSV copy number at 24–48 h p.i. Our study highlights a novel aspect of the siRNA pathway in the immune response of animals against infection by DNA viruses.