Microplastic pollution can interfere with aquatic animal health and nonspecific immunity, increasing the potential for pathogen infection in crustaceans. However, the long-term effects of microplastics on crustacean immunity are less understood, especially regarding their toxicity in Pacific white shrimp (Litopenaeus vannamei). Effects of high-density polyethylene microplastics (HDPE-MPs) in feed on the mortality rate, hepatopancreas, and nonspecific immune system gene expression of Pacific white shrimp are presented. The LC50 at day 28 of HDPE-MP exposure was determined as 3.074% HDPE-MP in feed. A significant upregulation of the superoxide dismutase (SOD) and glutathione peroxidase (GPx) genes was observed in shrimp that were fed with 0.1 and 0.5% of HDPE-MP; then, they were downregulated significantly, except for the SOD gene expression of shrimp fed with 0.1% of HDPE-MP. The lysozyme (LYZ) gene was upregulated significantly in shrimp that were fed with 0.5, 1, and 3% HDPE-MP for 7 days and downregulated significantly in HDPE-receiving groups for at least 14 days. Significant histopathological changes in the hepatopancreas were observed in the treatment groups. The histopathological score of each lesion was correlated with the increase in HDPE-MP concentration. This study shows that the ingestion of HDPE microplastics can alter the expression of nonspecific immune system genes and damage the hepatopancreas in Pacific white shrimp.