Acyl-CoA-binding protein (ACBP) and fatty acid-binding protein (FABP) are involved in lipid metabolism. ACBP plays a key role in multiple cellular tasks including modulation of fatty acid biosynthesis, enzyme regulation, vesicular trafficking, and gene regulation. In our study, a 536 bp cDNA of ACBP (FcACBP) was cloned and identified as a widely distributed gene in the Chinese white shrimp, Fenneropenaeus chinensis. Its expression in intestine was upregulated in response to white spot syndrome virus (WSSV) or Vibrio anguillarum infection. The expression patterns were confirmed by Western blot analysis. FABPs, members of the lipid-binding protein superfamily, play an important role in lipid metabolism and also participate in vertebrate innate immunity. A cDNA of FABP (FcFABP) cloned from the hepatopancreas of the shrimp was 715 bp in size and encoded a 14 kDa protein. FcFABP appeared to be a basic fatty acid binding protein with a predicted isoelectric point of 9.16. It showed sequence similarity to both vertebrate and invertebrate FABPs. Phylogenetic analysis showed that FcFABP, together with LvFABP, were clustered into one group. FcFABP was detected mainly in the hepatopancreas and expression level increased after a challenge with WSSV. FcFABP was down-regulated by V. anguillarum challenge. The protein also had bacterial binding activity. These two lipid metabolism related proteins may play important roles in shrimp innate immunity.