Use of antibiotics and other chemicals to combat disease outbreaks has been a bottleneck for the sustainable growth of shrimp industry. Among various replacements proposed, organic acid (OA) and their salts (OS) are commonly used by farmers and feed millers. However, in free forms, their requirement is very high (2–3 kg/MT) as they tend to disassociate before reaching the hindgut. The dosage can be reduced by microencapsulation of the ingredients. In this study, a 63-day trial was conducted to assess the effects of OA and OS (COMP) microencapsulated (ENCAP) with fat (HF), fat + alginate (HA), wax esters (WE) and HA + WE (HAWE) on performance, digestive enzymes, immunity and resistance to Vibrio parahaemolyticus. A positive control (PC, 200 g/kg fishmeal-FM) and a negative control (NC, 130 g/kg FM) diet were formulated. Eight other diets were formulated, supplementing an NC diet with microencapsulated OA (OAHF, OAHA, OAWE, OAHAWE) and OS (OSHF, OSHA, OSWE, OSHAWE). Among the ENCAPs, significant difference was observed in serum malondialdehyde (p = 0.026), where HF showed the lowest level (6.4 ± 0.3 mmol/L). Significant interactions between COMP and ENCAP were observed in lipid deposition (p = 0.047), serum alkaline phosphatase, acid phosphatase, hepatopancreatic and serum phenol oxidase (p < 0.0001). Despite no differences, 96-h mortality during pathogenic Vibrio parahaemolyticus challenge in all treatment diets (45–56%) was lower compared to the NC diets (63%). In conclusion, use of HF microencapsulated OA diets could provide improved performance and disease resistance that could contribute to the reduction of antibiotic use by the shrimp industry.