We use two-photon microscopy to monitor the infection process of marine zooplankton, Cafeteria roenbergensis (C.roenbergensis), by Cafeteria roenbergensis virus (CroV), a giant DNA virus named after its host. Here, we image C.roenbergensis in culture by two-photon excited NADH autofluorescence at video-rate (30 frame/s), and the movement of C.roenbergensis is recorded in live videos. Moreover, CroV is stained with DNA dye SYBR gold and recorded simultaneously with this two-photon microscope. We observed the initial infection moment with this method. The result demonstrates the potential use of two-photon microscopy to investigate the fast dynamic interaction between C.roenbergensis with virus CroV. After catching this initial moment, we will freeze the sample in liquid nitrogen for cryo-electron microscopy (EM) study to resolve the virus-host interaction at molecular level. The long-term goal is to study similar fast moving pathogen-host interaction process which could lead to important medical applications.