The present study was conducted to evaluate the effects of pelleted and extruded diets of different protein levels on the growth performance, digestive enzyme activity, antioxidant capacity, nonspecific immunity, and ammonia‐N stress tolerance of postlarval Pacific white shrimp Litopenaeus vannamei. The shrimp were fed six diets, including extruded diets with dietary 41% protein (E41), 43% protein (E43), and 46% protein (E46) and pelleted diets with dietary 41% protein (P41), 43% protein (P43), and 46% protein (P46), for 60 d. The Pacific white shrimp that consumed diets with 43% and 46% protein had significantly higher final body weight, specific growth rate, and protease activity than those that consumed diets with 41% protein regardless of processing methods. The shrimp that consumed the extruded diets showed significantly higher final body weight, specific growth rate, and protease activity than those that consumed the pelleted diets when 41% and 43% protein were supplemented in the diets. The shrimp that consumed the extruded diets had significantly higher alpha‐amylase activity in the hepatopancreas than those that consumed the pelleted diets regardless of dietary protein levels. The extruded diet and dietary 43% and 46% protein showed higher activities of antioxidant enzymes, nonspecific immunity‐related indices, and acute ammonia‐N stress resistance when compared with the pelleted diets and dietary 41% protein, respectively. These results suggest that dietary 43% and 46% protein can promote the growth performance and enhance the digestive and antioxidant capacities, nonspecific immunity, and ammonia‐N resistance of Pacific white shrimp and that the extrusion process is a better method for promoting the growth performance and enhancing the digestive capacity, activities of antioxidant enzymes, nonspecific immunity, and ammonia‐N resistance of Pacific white shrimp.