To determine whether long double-stranded RNA (dsRNA) induces RNA interference and type I interferon (IFN) responses in fish, long dsRNAs encoding enhanced green fluorescent protein (EGFP), GFPuv, and polyinosinic-polycytidylic acid sequences were co-injected with an EGFP expressing plasmid, into rock bream (Oplegnathus fasciatus). We investigated the EGFP mRNA and protein levels, and the transcriptional responses of dsRNA-dependent protein kinase and Mx1 genes. Long dsRNAs were strong inducers of a type I IFN response in rock bream, resulting in nonspecific suppression of exogenous gene expression. Furthermore, sequence-specific knockdown of exogenous gene expression at the mRNA level was detected at an early phase (24 h). These results suggested that long dsRNA may inhibit exogenous gene expression through an early mRNA interference response and a later type I IFN response in fish.