Antimicrobial peptides (AMPs) are groups of small molecular polypeptides, which are important parts of host innate immune system, having perfect inhibiting effects or killing effects against Gram negative bacteria, Gram positive bacteria, virus and parasites. Due to their non-pollution, no residue, broad-spectrum antibacterial activity and no drug resistance, AMPs are expected to replace antibiotics in the prevention and control of pathogenic diseases in aquatic animals. In recent years, AMPs have been reported in aquatic animals including aquatic crustaceans, aquatic mollusks, fish and amphibians. However, the classifications and immune mechanisms of AMPs need further investigation. In this paper, the AMPs from different aquatic animals were classified, and their structural features and functions were analyzed. The AMPs of aquatic crustaceans were mainly divided into penaeidins, crustins and anti-lipopolysaccharide factors (ALFs), which possessed different effects against aquatic pathogens. The AMPs of aquatic mollusks include defensins, mytilins, myticins, mytimycins and big defensins, which have perfect inhibiting effects against bacteria and fungus. Fish possess complex AMPs types, including piscidins, β-defensins, hepcidins, cathelicidins, liver-expressed antimicrobial peptide 2, (LEAP-2) and NK-lysins. Different types AMPs in fish shared distinct structural features and immune functions. Amphibian AMPs include the β-defensins, cathelicidins, andricin 01 of Caudata, and aureins, brevinins, bvombinins, buforins, cathelicidins, esculentins, magainins and temporins of Anura. The immune mechanisms of AMPs including direct killing effects, non-membrane target effects and immune regulation were also analyzed. This paper would provide a basis for the future studies of AMPs and their applications in aquatic animals.