Enterocytozoon hepatopenaei (EHP) is an obligate intracellular parasite classified as a fungal pathogen, which causes hepatopancreatic microsporidiosis (HPM) in shrimp, resulting in large economic losses to the shrimp culture industry. However, the molecular mechanisms of how EHP affects hormonal regulation in shrimp were rarely reported. Thus, in the present study, we investigated the transcriptomic data of the hepatopancreas of EHP-infected and uninfected shrimp to study the hormonal regulation corresponding to EHP infection. The results showed that there were 157 differentially expressed genes (DEGs) at the hormonal regulatory level, of which 32 genes were upregulated and 125 genes were downregulated. Functional enrichment analysis showed that many DEGs were enriched in ecdysis-related pathways, including EGFR tyrosine kinase inhibitor resistance, thyroid hormone signaling pathway, and steroid hormone biosynthesis. Ten genes were randomly selected for qRT-PCR to verify the transcriptome sequencing results, and the results demonstrated that the expression of these genes were consistent with the results of the transcriptome. Our study provides an important dataset that contributes to further understanding of how EHP affects shrimp at the level of hormonal regulation. It provides a basis for further research and control of HPM.