Parasitic sea lice (e.g., Lepeophtheirus salmonis) cause costly outbreaks in salmon farming. Molecular insights into parasite-induced host responses will provide the basis for improved management strategies. We investigated the early transcriptomic responses in pelvic fins of Atlantic salmon parasitized with chalimus I stage sea lice. Fin samples collected from non-infected (i.e., pre-infected) control (PRE) and at chalimus-attachment sites (ATT) and adjacent to chalimus-attachment sites (ADJ) from infected fish were used in profiling global gene expression using 44K microarrays. We identified 6568 differentially expressed probes (DEPs, FDR < 5%) that included 1928 shared DEPs between ATT and ADJ compared to PRE. The ATT versus ADJ comparison revealed 90 DEPs, all of which were upregulated in ATT samples. Gene ontology/pathway term network analyses revealed profound changes in physiological processes, including extracellular matrix (ECM) degradation, tissue repair/remodeling and wound healing, immunity and defense, chemotaxis and signaling, antiviral response, and redox homeostasis in infected fins. The QPCR analysis of 37 microarray-identified transcripts representing these functional themes served to confirm the microarray results with a significant positive correlation (p < 0.0001). Most immune/defense-relevant transcripts were downregulated in both ATT and ADJ sites compared to PRE, suggesting that chalimus exerts immunosuppressive effects in the salmon’s fins. The comparison between ATT and ADJ sites demonstrated the upregulation of a suite of immune-relevant transcripts, evidencing the salmon’s attempt to mount an anti-lice response. We hypothesize that an imbalance between immunomodulation caused by chalimus during the early phase of infection and weak defense response manifested by Atlantic salmon makes it a susceptible host for L. salmonis.