A feeding trial was conducted to evaluate the influence of dietary supplementation of Undaria pinnatifida fucoidan on growth performance and immunological response of juvenile Marsupenaeus japonicus. Four semipurified diets supplemented with graded levels of fucoidan (0.0, 100, 500, and 1000 mg/kg diet) were fed to juvenile shrimp for 8 wk. Each diet was fed to three replicate groups of shrimp. At the end of the feeding trial, enhanced growth performance was generally observed in shrimp fed the fucoidan‐supplemented diets when compared with the shrimp fed the control diet. Significantly higher weight gains, specific growth rates, protein retentions, and lower feed conversion ratios were observed in treatment groups fed the 500 and 1000 mg/kg dietary fucoidan supplementation when compared with the treatment groups receiving 100 mg/kg fucoidan supplementation and the control diet. Total hemocyte counts, phenol oxidase activity, and serum antibacterial activity were also significantly enhanced in shrimp fed diets supplemented with 500 and 1000 mg/kg fucoidan supplementation. These results suggest that U. pinnatifida fucoidan at a dose of 500 mg/kg diet could be used as an immunostimulant and a growth‐promoting dietary supplement for juvenile M. japonicus.