A feeding trial was conducted to evaluate the optimum dietary level of eicosapentaenoic acid (EPA, 20:5n‐3) based on growth and non‐specific immune responses in juvenile rock bream. A basal diet without EPA supplementation was used as a control, and six other diets were prepared by supplementing with 4, 8, 12, 16, 20 or 40 g of EPA per kg diet. The actual EPA concentrations of the diets were 0.5, 4.3, 8.5, 13.0, 16.8, 21.0 and 41.2 g of EPA per kg diet, and the diets were abbreviated as EPA0.5, EPA4.3, EPA8.5, EPA13.0, EPA16.8, EPA21.0 and EPA41.2, respectively. Triplicate groups of fish averaging 1.06 ± 0.01 g (mean ± SD) were fed one of the seven experimental diets at the apparent satiation for 8 weeks. At the end of the feeding trial, weight gain, specific growth rate and feed efficiency of fish fed EPA16.8, EPA21.0 and EPA41.2 diets were significantly higher than those of fish fed EPA0.5, EPA4.3, EPA8.5 and EPA13.0 diets (p < .05). Superoxide dismutase activity of fish fed EPA16.8, EPA21.0 and EPA41.2 diets were significantly higher than those of fish fed EPA0.5, EPA4.3 and EPA8.5 diets. Fish fed EPA21.0 and EPA41.2 diets showed significantly higher lysozyme activity than did fish fed EPA0.5, EPA4.3, EPA8.5 and EPA13.0 diets. The broken‐line analysis of weight gain indicated that the optimum dietary EPA level was 16.7 g/kg diet. These results suggested that the optimum dietary EPA level in juvenile rock bream could be greater than 16.7 g/kg diet but less than or equal to 16.8 g/kg diet based on the broken‐line analysis and the ANOVA test of weight gain.