This study aimed to evaluate the effects of short-term supplementation, with 2% Chlorella vulgaris (C. vulgaris) biomass and two 0.1% C. vulgaris extracts, on the health status (experiment one) and on the inflammatory response (experiment two) of gilthead seabream (Sparus aurata). The trial comprised four isoproteic (50% crude protein) and isolipidic (17% crude fat) diets. A fishmeal-based (FM), practical diet was used as a control (CTR), whereas three experimental diets based on CTR were further supplemented with a 2% inclusion of C. vulgaris biomass (Diet D1); 0.1% inclusion of C. vulgaris peptide-enriched extract (Diet D2) and finally a 0.1% inclusion of C. vulgaris insoluble fraction (Diet D3). Diets were randomly assigned to quadruplicate groups of 97 fish/tank (IBW: 33.4 ± 4.1 g), fed to satiation three times a day in a recirculation seawater system. In experiment one, seabream juveniles were fed for 2 weeks and sampled for tissues at 1 week and at the end of the feeding period. Afterwards, randomly selected fish from each group were subjected to an inflammatory insult (experiment two) by intraperitoneal injection of inactivated gram-negative bacteria, following 24 and 48 h fish were sampled for tissues. Blood was withdrawn for haematological procedures, whereas plasma and gut tissue were sampled for immune and oxidative stress parameters. The anterior gut was also collected for gene expression measurements. After 1 and 2 weeks of feeding, fish fed D2 showed higher circulating neutrophils than seabream fed CTR. In contrast, dietary treatments induced mild effects on the innate immune and antioxidant functions of gilthead seabream juveniles fed for 2 weeks. In the inflammatory response following the inflammatory insult, mild effects could be attributed to C. vulgaris supplementation either in biomass form or extract. However, the C. vulgaris soluble peptide-enriched extract seems to confer a protective, anti-stress effect in the gut at the molecular level, which should be further explored in future studies.