In order to screen and obtain probiotic bacteria for effective protection against Aeromonas hydrophilia NJ-1 infection in aquatic animals, we compared the expression levels of NFκB, TNF-α and IL-10 in ZF-4 cell model co-cultured with five different potential probiotic lactic acid bacteria (LAB) by quantitative PCR. The apoptosis of ZF-4 cells induced by A. hydrophilia NJ-1 infection was also determined in LAB-treated and control groups. Next, Bacillus coagulans 09.712 with best immunomodulative effect in vitro was supplemented into feed and fed to zebrafish for 28 days. The expression levels of cytokines (TNF-α, IL-1β and IL-10) in gut tissue were monitored and the cumulative mortality was recorded for 15 days after challenge. Our results showed that among these five probiotic LAB, treatment with B. coagulans 09.712 could significantly increase the expression levels of NFκB, TNF-α and IL-10 in ZF-4 cells. The apoptosis rate was 23.36%, much lower than other groups. In addition, administration of B. coagulans 09.712 significantly enhanced the levels of IL-1β, TNF-α and IL-10 in gut on the first day post challenge. The expression of cytokines remarkably decreased during the periods after challenge. At day 3-post challenge, the level of IL-1β in B. coagulans 09.712-treated group was lower than that of control, while the level of IL-10 was higher in bacteria treatment. The cumulative mortality of zebrafish fed with bacteria was significantly lower than that of control. Taken together, B. coagulans 09.712 has an effective immunomodulatory effect in vitro and in vivo against infection. Our work may provide new insight into immunomodulative and immunoprotective function of probiotic LAB in zebrafish.