An 8‐week feeding experiment was implemented to study the effect of dietary vitamin C (VC) on growth, immunity, oxidation resistance and relevant gene expressions in juvenile S. sihama (2.33 ± 0.02 g). Fish were fed six diets containing VC level of 5, 16, 27, 65, 122 and 233 mg/kg, respectively. VC‐deficient signs including ascites syndrome, skin decay and haemorrhage were found in the fish fed basal diets. Appropriate VC supplement in diets (a) increased weight gain (WG), specific growth rate (SGR), feed intake (FI) and protein efficiency ratio (PER); (b) increased contents of hepatic total immunoglobulin (IgM), complement 3 (C3) and complement 4 (C4) and activity of alkaline phosphatase (AKP); (c) increased hepatic and intestinal copper–zinc superoxide dismutase (CuZnSOD), catalase (CAT), glutathione peroxidase (GPx) and glutathione S‐transferase (GST) activities, but decreased hepatic MDA content; and (d) up‐regulated gene expressions of NF‐E2‐related factor 2 (Nrf2), Kelch‐like ECH‐associated protein 1 (Keap1), CAT, GST, GPx, glutathione reductase (GR), CuZnSOD and manganese superoxide dismutase (MnSOD) in liver and intestine. These results indicated that dietary VC significantly influenced the growth, immunity and oxidation resistance at enzymatic and genic levels. Based on regression analysis for PER, IgM, intestinal CuZnSOD and hepatic VC concentration, the optimal requirement of dietary VC in juvenile S. sihama was estimated to be 98.33, 139.03, 104.23 and 143.69 mg/kg.