Hemocytes play an important role in the immune defense system of animals, especially for invertebrates that have no adaptive immune system. In those animals, hemocytes not only participate in the cellular immunity including phagocytosis, encapsulation, and nodules formation, but also the humoral immunity via storage and release of immune factors. Identification of the components of hemocytes is the basis for understanding the immune mechanism and the function of hemocytes. Despite various researches have been done on distinguishing the composition and function of shrimp hemocytes, no standard is used uniformly until now. So, we analyze and summarize the results on shrimp hemocytes research and offer a three subgroups category in this review. We also introduce the morphological characters and immune function of three subgroups in detail. We hope this work will be beneficial for understanding the function and molecular mechanism of hemocytes in invertebrate, bringing ideas for new separation technology development.