A 56‐day feeding experiment was performed to investigate the effects of the dietary lipid level on the survival, growth performance, digestive enzyme activities and antioxidant capacity of Eriocheir sinensis reared under three salinities. Six feeds with graded levels of lipids (5%, 7%, 9%, 11%, 13% and 15%) were formulated by including fish oil as the main lipid source. Sixty crab individuals (initial weight: 0.21 ± 0.02 g) were assigned to each aquarium. In total, 18 aquariums were distributed under each salinity condition. Each feed was randomly allocated to three parallel tanks of crabs. The feeding experiment lasted for 56 days. Results showed that the survival rate of E. sinensis fed diets with 7%–15% lipids just showed a decreasing tendency as the salinity increased. The highest weight gain rate (WGR) was found in the treatment with 11%, 9% and 5% lipid at the salinity of 0.5‰, 2‰ and 6‰ respectively. At the salinity of 0.5‰, 2‰ and 6‰, the highest activities of antioxidant enzymes (superoxide dismutase, catalase, glutathione peroxidase) were detected in the treatments with 11%, 13% and 7% lipid respectively. As the salinity increased, the protein and lipid contents showed an increasing trend, while the moisture content showed an opposite trend. At each salinity, arachidonic acid and docosahexaenoic acid increased, while saturated fatty acids and monounsaturated fatty acids decreased with the increase of dietary lipid level. These results indicated that increasing salinity resulted in decreased antioxidant enzyme activities and increased malondialdehyde content in the juvenile E. sinensis, especially when they were fed diets with relatively higher lipid level. Based on WGR, digestive enzyme activity and antioxidant capacity, the optimal lipid level was estimated to be 8.28–13%, 7.54–13% and 5–8.89% for juvenile E. sinensis reared at the salinity of 0.5‰, 2‰ and 6‰ respectively.