The growth of aquaculture can cause different environmental impacts, from the use of large amounts of water to the excessive release of effluent. Shrimp farming can be done in different systems: extensive, semi-intensive, intensive and super-intensive. Extensive systems with low productivity (<500 kg ha-1 year-1), exhibit low technological levels and less control of environmental conditions. The semi-intensive system requires food supplementation, reasonable natural productivity, biomas yield of 3,000 - 5,000 kg ha-1 year-1) and water change (5 to 10 % day-1). To increase production, different culture systems are used, such as photoheterotrophic, heterotrophic and mixotrophic, with minimal water exchange (0.5 to 3 % day-1), providing greater biomass yield (intensive 10 to 20 ton ha-1 cycle-1 and super-intensive 20 up to 40 ton ha-1 cycle-1). These can be developed in nursery or grow-out tanks, but with high operating costs, high technological levels, disease control and better control of environmental conditions. However, intensive and super-intensive systems accumulate nitrogen, phosphorus and solid waste that can be transformed into biomass in multi-trophic aquaculture systems. In this review, we will discuss the effects of these systems on water quality and productivity of marine shrimp. The photoheterotrophic, mixotrophic and multi-trophic systems are interesting alternatives to the photoautotrophic systems in shrimp production, demonstrated by the higher zootechnical performance, as well as the environmental quality, since these models promote the minimum exchange of water and the transformation of nutrient residues in biomass.