Old lead-zinc (Pb-Zn) mining sites in Greenland have increased the environmental concentration of Pb in local marine organisms, including the shorthorn sculpin. Organ metal concentrations and histopathology have been used in environmental monitoring programs to evaluate metal exposure and subsequent effects in shorthorn sculpins. So far, no study has reported the impact of heavy metals on gene expression involved in metal-related stress and immune responses in sculpins. The aim of this study was to investigate the effect of exposure to environmentally relevant waterborne Pb (0.73 ± 0.35 μg/L) on hepatic gene expression of metallothionein (mt), immunoglobulin M (igm), and microRNAs (miRNAs; mir132 and mir155) associated with immune responses in the shorthorn sculpin compared to a control group. The mt and igm expression were upregulated in the Pb-exposed group compared to the control group. The transcripts of mir132 and mir155 were not different in sculpins between the Pb-exposed and control group; however, miRNA levels were significantly correlated with Pb liver concentrations. Furthermore, there was a positive correlation between liver Pb concentrations and igm, and a positive relationship between igm and mir155. The results indicate that exposure to Pb similar to those concentrations reported in in marine waters around Greenland Pb-Zn mine sites influences the mt and immune responses in shorthorn sculpins. This is the first study to identify candidate molecular markers in the shorthorn sculpins exposed to waterborne environmentally relevant Pb suggesting mt and igm as potential molecular markers of exposure to be applied in future assessments of the marine environment near Arctic mining sites.