This study evaluated the effect of dietary thiamin on growth performance, feed utilization and non‐specific immune response for juvenile Pacific white shrimp, Litopenaeus vannamei. Six isonitrogenous and isolipidic practical diets were formulated with graded thiamin levels of 6.9, 32.7, 54.2, 78.1, 145.1 and 301.5 mg kg−1 of dry diet, respectively. Each diet was randomly assigned to triplicate groups of 30 juvenile shrimp and provided four times each day to apparent satiation. Weight gain (WG) and specific growth rate (SGR) of the shrimp were significantly influenced by the dietary thiamin levels, the maximal WG and SGR occurred at 54.2 mg kg−1 dietary thiamin level. However, with further increase in dietary thiamin level from 54.2 to 301.5 mg kg−1, the WG and SGR significantly decreased. Shrimp fed the 54.2 mg kg−1 thiamin diet exhibited higher feed efficiency, protein efficiency ratio and protein productive value than those fed the other diets. Dry matter and protein content in whole body were significantly affected by the dietary thiamin levels. Thiamin concentration in hepatopancreas significantly increased when the dietary thiamin level increased from 6.9 to 145.1 mg kg−1. The total protein, glucose, triacylglycerol and cholesterol contents in hemolymph were not significantly affected by the dietary thiamin levels. Dietary thiamin had significantly influenced superoxide dismutase, catalase and lysozyme activities in hemolymph. Results of this study indicated that the optimal dietary thiamin requirements estimated using a two‐slope broken‐line model based on WG and thiamin concentration in hepatopancreas were 44.66 and 152.83 mg kg−1, respectively.