Recently, populations of Rana dybowskii, an important amphibian species in Northeast China, have decreased, mainly owing to the disease caused by Aeromonas hydrophila. However, effective control methods have not yet been developed. In order to explore the immune responses of R. dybowskii upon exposure to A. hydrophila infection, Illumina high-throughput transcriptome sequencing and digital gene expression (DGE) technology were employed to investigate transcriptomic changes in the skin of R. dybowskii exposed to A. hydrophila. In this work, a total of 26,244,446 transcriptome sequencing reads were obtained and assembled into 109,089 unique unigenes using de novo assembly, and a total of 37,105 unigenes (34.0%) were functionally annotated against the non-redundant (Nr), Swiss-Prot, Cluster of Orthologous Groups of Proteins (COG), Kyoto Encyclopedia of Genes and Genomes (KEGG), and Gene Ontology (GO) databases. Gene expression changes in the skin tissue of R. dybowskii exposed to A. hydrophila were investigated by a tag-based DGE system, and a total of 1435 significantly differentially expressed genes were identified, including 460 that were up-regulated and 975 that were down-regulated, indicating a large change in the host transcriptome profile exposed to A. hydrophila. Among these, 478 genes were associated with immune-relevant pathways, metabolic pathways, cellular components, growth, migration, and muscle and hormone signaling pathways. We confirmed the differential expression of 106 immune-relevant genes associated with innate and adaptive immune responses. Our data provide a fairly comprehensive molecular biology background for the deeper understanding of the amphibian immune system following A. hydrophila infection.