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Kuruma shrimp, a major farmed shrimp species in the world, includes two cryptic or sibling species, Form I (Marsupenaeus japonicus) and Form II (Marsupenaeus pulchricaudatus). Due to the lack of genomic resources, little is known about the molecular mechanisms associated with immune defense and hypoxia tolerance. Here, we sequenced the transcriptomes of two closely related Marsupenaeus species and compared genomic divergence. This study obtained 77049 and 84561 unigenes with N50 values of 1281bp and 1244bp for M. japonicus and M. pulchricaudatus , respectively, and 5036 pairs of putative orthologs were identified between two Marsupenaeus species. Estimation of Ka/Ks ratios indicated that 165 orthologous genes may be under positive selection (Ka/Ks > 0.5), including 49 pairs with a Ka/Ks ratio >1. According to the peak of synonymous rates, the divergence time between M. japonicus and M. pulchricaudatus was about 0.26–0.69 Mya. These positively selected orthologous genes related to the immune process mainly comprised single VWC domain protein, legumain , ras-related C3 botulinum, caspase , C-type lectin and were enriched in functions related to immune (Toll-like receptor and PI3K-Akt signaling) and hypoxia signaling (HIF-1 signaling and VEGF signaling). In this study, dozens of caspase-like unigenes were screened from two Marsupenaeus transcriptomes. Among these, the PjCaspase orthologous gene was subjected to positive selection (Ka/Ks = 1.22), which had different secondary and three-dimensional structure prediction. Based on the single copy caspase gene, eight populations of Marsupenaeus species were divided into two phylogeographic lineages from the East and South China. We characterized the transcriptomes of the two Marsupenaeus species and obtained several key orthologs associated with immune defense and hypoxia tolerance, which provides new insights into the immunity and genetic divergence of the two varieties. Moreover, this study will facilitate further comparative genomic studies of the two varieties. • This study firstly performed a de novo transcriptome comparison between two Marsupenaeus species. • Estimation of Ka/Ks ratios indicated that 165 orthologous genes may be under positive selection (ka/ks > 0.5) • These positively selected orthologous genes mainly comprised single VWC domain protein, Caspase , and C-type lectin. • This study found dozens of caspase-like unigenes from two Marsupenaeus transcriptomes. • The expression profiles of hypoxia tolerance related genes showed significant difference between the two varieties. [ABSTRACT FROM AUTHOR]