Background: The widespread use of antibiotics (such as amoxicillin) in the food animal production industry has led to the proliferation of multi-antibiotic resistant pathogens. In this study, we examined whether dietary supplementation with full-fat black soldier fly larvae (BSFL; alone or in combination with multi-probiotics) is an effective alternative to dietary antibiotics in weaning piglets. We also tested the effects of these diets on growth performance, nutrient digestion, intestinal morphology, and oxidative stress in weaned pigs. A total of 80 crossbred piglets [(Landrace × Large White) × Duroc] were randomly allotted to four diet groups: positive control (PC) diet supplemented with 0.02% amoxicillin; negative control (NC) diet without addition; BSFL12 diet (NC + 12% full-fat BSFL); and BSFL + Pro diet (BSFL + 0.1% multi-probiotics, including Bacillus subtilis, B. licheniformis, and Saccharomyces cerevisiae). All groups had five replicates, with four piglets per replicate. Results: Dietary BSFL + Pro improved the final body weight, overall average daily gain, gain-to-feed ratio, and decreased the diarrhoea rate of piglets. Compared to the NC diet, the BSFL12 and BSFL + Pro diets improved nutrient digestibility (dry matter, crude protein, and ether extract) and increased the serum levels of immunoglobulin A and glutathione peroxidase, while reducing the levels of proinflammatory cytokines (interleukin-1β and tumour necrosis factor alpha) and serum malondialdehyde. The relative weight of the spleen was significantly higher and cecum pH was significantly lower in pigs fed the BSFL + Pro diet than in those fed the NC diet. Pigs fed the BSFL12 and BSFL + Pro diets had longer duodenal villi, a higher ratio of villus height to crypt depth, and shorter crypt depth. The BSFL + Pro diet also increased faecal Lactobacillus spp. counts and reduced Escherichia coli counts compared with PC and NC, respectively. Conclusions: Dietary supplementation with BSFL or BSFL + multi-probiotics can improve the growth performance and intestinal health of pigs, and may be an effective strategy to replace antibiotic supplementation in weaned pigs.