The supplementation of cytosine phosphate guanosine-oligodeoxynucleotides (CpG-ODNs) in feeds to enhance the immune responses of crustaceans has been studied. However, the immunomodulatory effects of CpG-ODNs alone on prawn hepatopancreas and midgut remain unclear. Hence, we delivered CpG-ODNs directly into the midgut of Macrobrachium rosenbergii by reverse gavage (RG). In this study, M. rosenbergii was fasted before receiving different doses (0, 2, 4, and 10 μg) of CpG-ODN 2006. Furthermore, the hemolymph, hepatopancreas, and midgut were sampled at 2, 6, 12, and 24 h after RG. The results showed that administration of CpG-ODN 2006 could boost total hemocyte count (THC), transglutaminase (TG), phenoloxidase (PO), lysozyme-like (LYS), and respiratory burst (RB) responses in the hemolymph. In addition, the expression levels of prophenoloxidase (MrProPO), crustin (MrCrs), peroxinectin (MrPxt), and superoxide dismutase (MrSOD) in the hepatopancreas and midgut were also enhanced, in a dose- and time-dependent manner. Overall, our results indicate that administration of 4 μg CpG-ODN 2006 alone by RG elicited the most potent immunological response in the hemolymph, hepatopancreas, and midgut of M. rosenbergii.