Five isonitrogenous and isoenergetic diets with soybean oil (SO), linseed oil (LO), algae oil from Schizochytrium sp. (AO), mixed oil (MO, SO:LO:AO = 1:1:1) and fish oil (FO; control group) were selected to feed juvenile Onychostoma macrolepis (initial weight 1.86 ± 0.07 g) for eight weeks. The results showed that in the LO and FO groups fish grew best. There was no significant difference in specific growth rate (SGR) and feed efficiency (FE) between the MO and FO groups (p > .05). The highest contents of 18:2n‐6, 18:3n‐3 and 22:6n‐3 in liver and muscle were found with the SO, LO and AO groups, respectively (p < .05). There appeared the highest malondialdehyde (MDA) content and the lowest superoxide dismutase (SOD) activity in the fish liver of the AO group. There appeared the highest concentrations of serum glucose (GLU), cholesterol (CHOL) and triglycerides (TG) in the SO group. The expressions of lipid anabolism genes were significantly up‐regulated by dietary SO and LO (p < .05). The expressions of lipid catabolism genes were significantly higher with the AO, MO and FO groups (p < .05). This study recommended that LO or MO as a better vegetable oil source for juvenile O. macrolepis.