Canine distemper virus (CDV) is a highly fatal virus to the giant panda (Ailuropoda melanoleuca). Although vaccination is a key preventative measure in captive giant pandas, the immune response of giant pandas after vaccination remains unclear. Therefore, this study focuses on differential alternative splicing (DAS) events of giant pandas before and after vaccination to investigate the role of alternative splicing in the immune response of giant pandas after CDV vaccination. In this study, we identified 1113 DAS genes, which had 1288 DAS events. The KEGG functional enrichment analysis of DAS genes showed enrichment of some DNA damage repair and immune-related pathways. In the combined analysis of DAS and differentially expressed genes (from our previous research), we identified 66 differentially expressed genes with a DAS event, and found that some important immune-related genes, such as IL15, IL18, IL18RAP, CHUK, IFI44, CD40, and CD46 underwent DAS events and were involved in the immune response of giant pandas after CDV vaccination. We describe here the alternative splicing events of giant pandas after CDV vaccination for the first time and show that the results indicated that alternative splicing has an important role in regulating the immune response of giant pandas after vaccination.