Fish disease outbreaks caused by bacterial burdens are responsible for decreasing productivity in aquaculture. Unraveling the molecular mechanisms activated in the gonads after infections is pivotal for enhancing husbandry techniques in fish farms, ensuring disease management, and selecting the most resilience phenotype. The present study, with an important commercial species the European sea bass (Dicentrarchus labrax), an important commercial species in Europe, examined changes in the miRNome and transcriptome 48 h after an intraperitoneal infection with Vibrio anguillarum. The findings indicate that following infection, testes exhibited more pronounced alterations in both the miRNome and transcriptome. Specifically, males showed approximately 26% more differentially expressed genes in testicular genes compared to females (2,624 vs. 101 DEGs). Additionally, four miRNAs (miR-183-5p, miR-191-3p, miR-451-5p, and miR-724-5p) were significantly expressed post-infection in males, while none were identified in females. Interestingly, upon deep analysis of sexual dimorphic gene modules, a larger number of miRNAs were identified in infected females targeting genes related to the immune system compared to infected males. These results suggest that fish ovaries demonstrate greater resilience in response to infections by suppressing genes related to the immune system through a post-transcriptional mechanism performed by miRNAs. In contrast, testes activate genes related to the immune system and repress genes related to cellular processes to cope with the infection. In particular, the crosstalk between the miRNome and transcriptome in infected males revealed a pivotal gene, namely, insulin-like growth factor binding protein (igfbp), acting as a gene network hub in which miR-192-3p was connected. The current study elucidated the need to comprehend the basic immune regulatory responses associated with miRNAs and gene regulation networks that depend on fish sex. The data reveal the importance of considering sex as a factor in interpreting the immune system in fish to generate efficient protocols to prevent outbreaks in fish farms.