Sorghum dried distiller's grains with solubles (S‐DDGS) are distillation extract residues from the ethanol fuel industry. In this experiment, two hundred 42‐day‐old rabbits were randomly allocated to five experimental diets containing 0 g/kg (control), 75, 150, 225 and 300 g/kg S‐DDGS. The experiment lasted for 4 weeks. No difference was found in the average daily feed intake (ADFI; p > 0.05). With increasing sorghum inclusion, the average daily gain (ADG) was linearly (p < 0.001) and quadratically (p = 0.039) reduced, while, conversely, the feed conversion ratio (FCR) linearly (p < 0.001) increased. Increasing the amount of S‐DDGS in the diet linearly decreased (p < 0.001) the apparent total tract digestibility (ATTD) of dry matter (DM), organic matter (OM), crude protein (CP) and ash. Carcass weight, carcass yield, heart and liver weights were linearly decreased by an increase in the amount of S‐DDGS added to diets (p < 0.001), but no difference was observed between the 0, 75 and 150 g/kg S‐DDGS groups (p > 0.05). Serum IL‐6, IL‐10 and SIgA linearly increased (p = 0.008) with increasing levels of S‐DDGS in the diet. Rabbits fed 0, 75 and 150 g/kg of S‐DDGS had similar IL‐6 and IL‐10 levels. Statistically significant differences in SIgA were observed between rabbits fed control diets and feed mixtures containing S‐DDGS (p < 0.01). To conclude, S‐DDGS can safely be added up to 75 g/kg, to the diet of rabbits. Increasing dietary S‐DDGS inclusion may decrease the growth performance, nutrient digestibility and carcass traits, and activate immune responses.