Next-generation massive parallel sequencing and bioinformatic techniques were applied to observe the differences in the transcriptome of Litopenaeus vannamei juveniles that were fed with a control diet (T1) or the same diet plus a live Ulva clathrata supplement (T2). The average size of the libraries was of 271 bp for T1 and 275 bp for T2. A total of 7, 706,527 raw reads were obtained with a total of 6,591,856 reads after filtering through Q30, from which 3,855,181 corresponded to T1 and 2,736,675 corresponded to T2. Assembled contigs of each library were annotated using BLASTx from NCBI [obtaining 15,861 (42.77 %) unigenes for T1 and 14,246 (45.06 %) for T2]. In addition, the Kyoto Encyclopedia of Genes and Genomes database (KEGG) as well as the Gene Ontology database (GO) were employed. The differential expression analysis generated a total of 396 transcripts with different expression levels between the two treatments, and these were classified into 4 groups in accordance to their possible function; among others, it identified a percentage of transcripts associated with: immune response (12 %), lipid metabolism (34 %), oxidation-reduction processes (34 %), and stress responses (20 %). The study shows a systematic description of the transcriptome analysis of L. vannamei and provides valuable genetic information required for studying the molecular mechanisms operating when shrimp are fed with macroalgae U. clathrata.