The single whey acidic protein (WAP) domain containing proteins (SWDs) in crustacean belong to type III crustins and have antiprotease activities and/or antimicrobial activities. Their functions in vivo in crustacean immunity need to be clarify. In this study, a new single WAP domain containing protein (SWD) was obtained from Marsupenaeus japonicus, designated as MjSWD. The full-length cDNA of MjSWD was 522 bp.The open reading frame of MjSWD encoded a protein of 79 amino acids, with a 24 amino acid signal peptide and a WAP domain. Tissue distribution analysis revealed that MjSWD transcripts were generally expressed in all the tested tissues, including hemocytes, heart, hepatopancreas, gill, stomach and intestine. The time course expression of MjSWD was analyzed by quantitative real time PCR, and the results exhibited that MjSWD was upregulated after bacteria (Vibrio anguillarum, Staphylococcus aureus) and white spot syndrome virus (WSSV) challenge in gills and stomach of the shrimp. The purified recombinant protein of MjSWD could bind to several Gram-negative and Gram-positive bacteria though binding to microbial polysaccharides (peptidoglycan). MjSWD could inhibit the activity of Subtilisin A and Proteinase K and bacteria-secreted proteases. The results of natural infection with MjSWD incubated bacteria showed that the inhibition of MjSWD against bacterial secreted proteases was contributed to inhibiting bacteria invasion and dissemination in the shrimp. The MjSWD is, thus, involved in the shrimp antibacterial innate immunity.