The Canine Distemper Virus (CDV) is a high fatal virus to the giant panda (Ailuropoda melanoleuca), where CDV vaccination is a key preventative measure in captive giant pandas. However, the immune response of giant pandas to CDV vaccination has been little studied. In this study, we investigated the blood transcriptome expression profiles of five giant panda cubs after three inoculations, 21 days apart. Blood samples were collected before vaccination (0 Day), and 24 h after each of the three inoculations; defined here as 1 Day, 21  Day, and 42  Day. Compared to 0 Day, we obtained 1262 differentially expressed genes (DEGs) during inoculations. GO and KEGG pathways enrichment analysis of these DEGs found 222 GO terms and 40 pathways. The maximum immune-related terms were enriched by DEGs from comparisons of 21  Day and 0 Day. In the PPI analysis, we identified RSAD2, IL18, ISG15 immune-related hub genes from 1 Day and 21 Day comparison. Compared to 0 Day, innate immune-related genes, TLR4 and TLR8, were up-regulated at 1 Day, and the expressions of IRF1, RSAD2, MX1, and OAS2 were highest at 21  Day. Of the adaptive immune-related genes, IL15, promoting T cell differentiation into CD8+T cells, was up-regulated after the first two inoculations, IL12β, promoting T cell differentiation into memory cells, and IL10, promoting B cell proliferation and differentiation, were down-regulated during three inoculations. Our results indicated that the immune response of five giant panda cubs was strongest after the second inoculation, most likely protected against CDV infection through innate immunity and T cells, but did not produce enough memory cells to maintain long-term immunity after CDV vaccination.