To evaluate the ameliorative effect of algae-derived polysaccharide (ADP) supplementation on duodenal injury caused by heat stress (HS) in broilers, a total of 144 male yellow-feathered broilers (56-day-old) were randomly allocated into three groups: The TN group (thermoneutral zone, broilers were raised at 23.6 ± 1.8 °C); HS group (heat stress, broilers were exposed to 33.2 ± 1.5 °C 10 h/day, 8:00 a.m.–18:00 p.m., the temperature in the remaining period was consistent with the TN group); HSA group (heat-stressed broilers were fed with ADP supplemented diet at 1000 mg/kg). There were six replications in each treatment, and eight broilers in each replication. The feeding trial lasted four weeks. The results showed that dietary ADP supplementation tended to increase the villus height (p = 0.077) and villus width (p = 0.062), and decrease the apoptosis rate (p = 0.081) in the duodenum of broilers under HS. Furthermore, dietary ADP increased the relative mRNA and protein (based on immunofluorescence) expression levels of occludin and zonula occludens-1 (ZO-1) in the duodenum of broilers under HS (p < 0.05). In addition, dietary ADP enhanced the total antioxidation capacity (T-AOC) and activity of glutathione-S transferase (GST), while reducing the malondialdehyde (MDA) concentration of the duodenum in broilers under HS (p < 0.05). Moreover, dietary ADP supplementation upregulated the duodenal nuclear factor erythroid 2-related factor 2 (Nrf2), heme oxygenase-1 (HO-1), glutathione peroxidase 1 (GPx1) and glutathione S-transferase theta 1 (GSTT1) mRNA expression levels in heat-stressed broilers (p < 0.05). Furthermore, compared with the HS group, broilers fed with an ADP supplemented diet had a higher relative mRNA expression of inhibitor kappa B alpha (IκBα) (p < 0.05) and a lower relative mRNA expression of tumor necrosis factor-α (TNF-α) and interleukin-1β (IL-1β) in the duodenum (p < 0.05). In summary, dietary ADP supplementation had an ameliorative effect on HS-induced impairment of tight junctions, antioxidant capacity and the immune response of the duodenum in broilers. These beneficial effects might be related to the modulation of Nrf2 and NF-κB signaling pathways.