You can't; you want phantasmal force

Reacting to the gullible creature

As you've noted, any physical interaction with the image (fighting it) would result in learning that it's an illusion. It doesn't matter how gullible they are, they're interacting with it so it's going to become an illusion.

Major image is also somewhat explicit in how you can use your action to 'move' it and what you can do with the audible portions of the illusion:

As long as you are within range of the illusion, you can use your action to cause the image to move to any other spot within range. As the image changes location, you can alter its appearance so that its movements appear natural for the image. For example, if you create an image of a creature and move it, you can alter the image so that it appears to be walking. Similarly, you can cause the illusion to make different sounds at different times, even making it carry on a conversation, for example.

Given that you have to use your action and this isn't a preprogrammed 'conversation', there is no way you can make it respond to a creature's attacks.

If the gullible creature attacks it, it has no AC and there is no hit/miss. It just becomes the physical interaction with the illusion which results in discovering it's an illusion.

Embed the illusion in their mind

What you need to do is use a spell that convinces the target that it's real. I'd recommend the following:

Phantasmal Force - 2nd level

While a target is affected by the spell, the target treats the phantasm as if it were real. The target rationalizes any illogical outcomes from interacting with the phantasm. For example, a target attempting to walk across a phantasmal bridge that spans a chasm falls once it steps onto the bridge. If the target survives the fall, it still believes that the bridge exists and comes up with some other explanation for its fall - it was pushed, it slipped, or a strong wind might have knocked it off.

A gullible target still has an opportunity to use an Investigation ability check, but if they're gullible, then a DM could rule that they'll just keep fighting the creature thinking it's real and never require the ability check.

Other won't see what they're fighting, but the target won't care. They'll keep on keepin' on and fight the good fight against the illusory creature.