Background: Cordyceps militaris and Cordyceps sinensis belong to the same genus, but the different species, with immunity improvement, antibacterial, and antihypertensive effect, and the studies on the functions of C. militaris mainly primarily focus on those of its polysaccharides and polypeptides currently. The latest studies have found that some of the polypeptides with immunomodulatory effect can widely regulate immune functions at multiple levels, improve immunity, and enhance immune functions to ensure the healthy body, showing an important significance. Materials and Methods: C. militaris polypeptide prepared with the enzymolysis method was taken as the research object in this study. The differentially expressed genes and the related cell signal transduction pathway were screened by mRNA expression microarray. STEM software V1.3.6 (short time-series expression miner, http://www.cs.cmu.edu/jernst/stem/) was used for the clustering of the gene functions, and David and KEGG database were applied for the analysis of the related functions. Results: One thousand seven hundred and forty-eight differentially expressed genes were selected finally and three of them were validated by quantitative polymerase chain reaction. The results showed that gene Hist1h2bp, Ctsg, and Elane were involved in the regulation of C. militaris on the immune activity of mice. Conclusion: Gene Hist1h2bp, Ctsg, and Elane may be the potential targets of C. militaris polypeptide, which may provide an important theory basis for the further research and development of C. militaris polypeptide.