Living organisms are constantly evolving to secure their survival via adaptations at the molecular and cellular level. Most marine bivalves have microscopic planktonic larval stages until settlement to the benthic environment. These pelagic stages are generally more sensitive than their adult counterparts to environmental and pathogen threats. Adaptive capacities could improve survival of these early stages. Recent advancements in data mining and pipeline analysis should shed light on the currently unknown processes that occur during these first stages. Existing data on early stages are fragmented compared with the abundance of information available for adult. Exploring diversity through aquaculture and lessening the impact of common issues, for example, massive mortalities of larvae, especially within the current conditions of a changing climate, ultimately rests on our knowledge of the molecular processes responsible for phenotypic plasticity. Although it is somewhat difficult to assess immune mechanisms by tracking circulating immunocytes in larvae, studies on the development of immune processes are now feasible at the transcript level. Next-generation techniques offer outstanding solutions for wide-range transcriptome analysis. We present a short review of the early ontogeny of the immune system in marine bivalves, with particular focus on next-generation sequencing applications. Like all reviews of this nature, there is a trade-off between the depth of the coverage and the number of subjects discussed. We will thus restrict the scope to bivalve immunity and focus on the central concepts across a wide range of topics, that is, the ontogeny of immunity and advancements in molecular studies.