We use two-photon microscopy to monitor the infection process of marine zooplankton, <i>Cafeteria roenbergensis</i> (<i>C.roenbergensis</i>), by <i>Cafeteria roenbergensis</i> virus (<i>CroV</i>), a giant DNA virus named after its host. Here, we image <i>C.roenbergensis</i> in culture by two-photon excited NADH autofluorescence at video-rate (30 frame/s), and the movement of <i>C.roenbergensis</i> is recorded in live videos. Moreover, <i>CroV</i> 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 <i>C.roenbergensis</i> with virus <i>CroV</i>. 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.