Blooms of the harmful alga Dinophysis acuminata, which produces okadaic acid (OA), are becoming recurrent in Santa Catarina coast, where most of the shellfish marine farms in Brazil are located. We evaluated the impact of D. acuminata blooms on various haemato-immunological parameters and on tissue integrity of cultivated oysters (Crassostrea gigas) and mussels (Perna perna). Animals were sampled during two natural algal blooms, one at Praia Alegre (PA: 2950 cells l−1) and the other at Praia de Zimbros (PZ: 4150 cells l−1). Control animals were sampled at the same sites, 30 days after the end of the bloom. The assayed parameters were: total (THC) and differential (DHC) haemocyte counts, percentage of apoptotic haemocytes (AH), phenoloxidase activity (PO), agglutinating titre (AT) and total protein concentration in haemolymph (PC). Histological analyses were carried out in oysters from PZ. The results showed that some immune parameters were modulated during the toxic blooms, but not in a consistent manner, especially in mussels that accumulated more OA (10×) than oysters. For example, mussel THC decreased significantly (54%) during the bloom at PA, whereas it augmented markedly (64%) at PZ. PO activity was significantly altered by the algal blooms in both bivalve species, while PC increased significantly (66%) only in mussels from PZ bloom. The other parameters (DHC, AH and AT) did not vary in both bivalve species. Histological analyses showed an intense haemocytic infiltration throughout the oyster digestive epithelium, particularly into the stomach lumen during the algal bloom.