To unveil the neuroendocrine-immune (NEI) mechanism of crustaceans under high ambient ammonia-N, crustacean hyperglycemic hormone (CHH) in L. vannamei was knocked down under 20 mg/L ammonia-N exposure. The results showed that the expression of CHH in the eyestalks decreased significantly when CHH was silenced. After CHH was knocked down, the levels of CHH, ACh, DA, NE, and 5-HT in the haemolymph decreased significantly. Correspondingly, the expressions of GC, ACh7R, DM1, DA1R, and 5-HT7R in haemocytes down-regulated significantly, while DA4R and α2AR up-regulated significantly. Besides, the expression of Toll3 reduced significantly. And significantly changes occurred in the levels of G protein effectors (AC and PLC), second messengers (cAMP, cGMP, CaM, and DAG), protein kinases (PKA, PKC and PKG), and nuclear transcription factors (CREB, Dorsal, Relish and NKRF). Furthermore, immune defense proteins (BGBP and PPO3, Crustin A, ALF, LYC, TNFα, and IL-16), phagocytosis-related proteins (Cubilin, Integrin, Peroxinectin, Mas-like protein, and Dynamin-1) and exocytosis-related proteins (SNAP-25, VAMP-2 and Syntaxin) changed significantly. Eventually, a significant decrease in the levels of THC, haemocytes phagocytosis rate, plasma PO, antibacterial and bacteriolytic activities was detected. Therefore, these results indicate that under ammonia-N stress, the combination of CHH and GC mainly affects exocytosis of shrimp through the cGMP-PKG-CREB pathway. Simultaneously, CHH stimulates the release of biogenic amines, and then activate G protein effectors after binding to their specific receptors, to regulate exocytosis mainly via the cAMP-PKA-CREB pathway and influence phagocytosis primarily by the cAMP-PKA-NF-κB pathway. CHH can enhance ACh, and then activate G protein effectors after binding to the receptors, and finally regulate exocytosis mainly through the cAMP-PKA-CREB pathway and regulate phagocytosis by the cAMP-PKA-NF-κB pathway. CHH can also promote Toll3-NF-κB pathway, thereby affecting the expressions of immune defense factors. This study contributes to a further understanding of the NEI mechanism of crustacean in response to environmental stress.