Complement and coagulation cascade are important components of innate immunity, in which complement protein 5a (complement component 5a, C5a), complement protein 5a receptor (C5a receptor, C5aR) and coagulation factor II (blood coagulation factor II, FII) play a key role in dealing with virus infection. In order to study their protein expression and interaction in Ctenopharyngodon idella infected with grass carp reovirus (GCRV), the prokaryotic expression system of C5a and FII protein was constructed, the C5aR-KLH conjugate against C5aR protein was constructed, and the protein was purified. Japanese big-eared rabbits were immunized to prepare polyclonal antibodies against the three kinds of proteins. The expression and interaction of the three proteins were detected by western blot, Co-immunoprecipitation (Co-IP) and pulldown test. Western blot results showed that C5a and C5aR proteins were expressed in liver, spleen, kidney, head kidney, intestine, gill and muscle of C. idella. FII protein was expressed in liver, spleen and intestine, but not in kidney, head kidney, gill and muscle. Expression of C5a, C5aR and FII proteins in liver tissues of C. idella infected with GCRV showed an upward trend with the progression of the disease. Co-IP results showed that C5a, C5aR and FII proteins interacted with each other after GCRV treatment. Pull down results showed that 28 candidate proteins such as C3 and RIG-I were identified by C5a pull down, and 24 candidate proteins such as transaldolase and macroglobulin were identified by C5aR pull down. This study provides a basis for further exploring the interaction and regulation of C5a, C5aR and FII, and for further exploring the mechanism of the three associated proteins in the complement and coagulation cascade system responding to GCRV infection.