This study was conducted to investigate the effects of dietary valine chelated zinc (ZnVal) supplementation on growth performance, antioxidant capacity, immunity, and intestine health in weaned piglets. A total of 240 healthy 35-day-old weaned piglets [Duroc × (Landrace × Yorkshire), average weight 10.70 ± 0.14 kg] were randomly divided into five groups with six replicate pens and eight piglets per pen. Dietary treatments were a corn–soybean meal basal diet supplemented with 0, 25, 50, 75, and 100 mg/kg ZnVal, respectively. The experiment lasted for 28 days. Results showed that average daily gain (ADG) was increased (P < 0.05) by ZnVal with 75–100 mg/kg supplementation on days 15–28 and with 50–100 mg/kg supplementation on days 1–28. Supplementation of 25–100 mg/kg ZnVal reduced (P < 0.01) the diarrhea rate of weaned piglets at 1 to 14 days and 1 to 28 days. Dietary supplementation with 25–100 mg/kg ZnVal increased (P < 0.05) copper/zinc-superoxide dismutase (Cu/Zn-SOD) and decreased malonaldehyde (MDA) activities in the serum on day 14 and 28. Supplementation of 25–100 mg/kg ZnVal increased (P < 0.05) glutathione peroxidase (GSH-Px) activity in serum on day 14. In addition, supplementation of 75 mg/kg ZnVal increased (P < 0.05) the superoxide dismutase (SOD) activity in liver and Cu/Zn-SOD, total antioxidant capacity (T-AOC) with 25–100 mg/kg ZnVal supplementation in liver increased (P < 0.05). Higher (P < 0.05) concentrations of IgG in the serum were measured from piglets supplemented with 75–100 mg/kg ZnVal on day 14 and dietary supplementation with 25–100 mg/kg ZnVal increased the level of immunoglobulin G (IgG) in serum on in serum day 28 (P < 0.05). In addition, higher (P < 0.05) concentration of immunoglobulin A (IgA) in the duodenum and ileum were measured from piglets supplemented with 75 mg/kg ZnVal and the supplementation of 25–100 mg/kg ZnVal also showed a higher (P < 0.05) concentration of immunoglobulin G (IgG) in duodenum. Supplementation of 50–100 mg/kg ZnVal increased the villus height and villus height/crypt depth of jejunum (P < 0.05). Moreover, dietary supplementation with 75–100 mg/kg ZnVal showed a higher (P < 0.05) concentration of zinc in liver and supplementation of 50–100 mg/kg ZnVal increased (P < 0.05) the concentration of zinc in the heart, spleen and kidney. In conclusion, dietary supplementation with ZnVal improves ADG, antioxidant ability, and immunity in weaned piglets.