This experiment was performed to verify whether dietary heat-killed Lactobacillus rhamnosus (LR) improves growth performance and modulates immune responses of weaned pigs. Ninety-six weaned pigs [(Landrace x Yorkshire) x Duroc; 6.95 ± 0.25 kg BW; 28 d old] were randomly allocated to four treatments: 1) a basal diet without heat-killed LR (CON), 2) T1 (CON with 0.1% heat-killed LR), 3) T2 (CON with 0.2% heat-killed LR), and 4) T3 (CON with 0.4% heat-killed LR). Each treatment had six pens with four pigs (6 replicates per treatment) in a randomized completely block design. The heat-killed LR used in this study contained 1 × 10 9 FU/g of Lactobacillus rhamnosus in a commercial product. Pigs were fed each treatment for four weeks using a two-phase feeding program to measure growth performance and frequency of diarrhea. During the last week of this study, all diets contained 0.2% chromic oxide as an indigestible marker. Fecal sampling was performed through rectal palpation for the consecutive three days after the four adaptation days to measure apparent total tract digestibility (ATTD) of dry matter, crude protein, and gross energy (GE). Blood sampling was also performed on days 1, 3, 7, and 14 after weaning to measure immune responses such as serum tumor necrosis factor-α (TNF-α), transforming growth factor-β1 (TGF-β1), C-reactive protein (CRP), and cortisol. The heat-killed LR increased (p < 0.05) growth rate, feed efficiency, and ATTD of GE for overall experimental period compared with CON, but reduced (p < 0.05) post-weaning diarrhea. In addition, pigs fed diets contained heat-killed LR had lower concentrations of serum TNF-α (d 7; p < 0.05), TGF-β (d 7; p < 0.10), and cortisol (d 3 and 7; p < 0.05) than pigs fed CON. In conclusion, dietary heat-killed LR improved growth rate, modified immune responses of weaned pigs, and alleviated post-weaning diarrhea.