The conjugation of polysaccharides with an effective carrier protein is critical for the development of effective bacterial polysaccharide vaccines. Therefore, the identification and optimization of carrier proteins to induce an effective immune response is necessary for developing a combined vaccine. In the current study, we utilized hepatitis B virus surface antigen (HBsAg) as a novel carrier protein combined with a capsular polysaccharide molecule to develop a new pneumococcal conjugated vaccine. The specific antibodies and T cell immune response against the capsular polysaccharide and HBsAg in the mice immunized with this conjugated vaccine were evaluated. In addition, the unique gene profiles of immune cells induced by this conjugated vaccine in the immunized mice were analyzed. Our results demonstrated that the vaccine consisting of pneumonia type 33 F capsular polysaccharide (Pn33Fps) conjugated with HBsAg can induce strong specific immune responses against both antigens in vivo in immunized mice. Furthermore, the conjugated vaccine induced higher expression of genes related to the activation of immunity and higher antibody titers against Pn33Fps and HBsAg in mice than those obtained via vaccination with a single antigen. Analyses of the dynamic expression changes in immunity-related genes in mice immunized with Pn33Fps_HBs, Pn33Fps, or HBsAg indicated the potent immunogenicity of the conjugated vaccine. In addition, a pathological evaluation of the organs from immunized mice further suggested that the conjugated vaccine is safe. Together, these results indicate that a conjugated vaccine consisting of Pn33Fps with HBsAg is a novel and effective vaccine.