Six purified diets were formulated to contain three lipid sources, fish oil (FO), linseed oil (LO) and soybean oil (SO), at 6% diet lipid crossing two levels of vitamin E (100 and 300 mg α‐tocopheryl acetate/kg diet) for each lipid source (FO100, FO300, LO100, LO300, SO100, SO300). The juvenile Chinese mitten crab, Eriocheir sinensis, respectively, fed on these diets with four replicates for 6 weeks. The crab weight gain (WG) and specific growth rate (SGR) were significantly affected by dietary lipid sources. No difference was found between the crabs fed two levels of vitamin E, but the WG and SGR were numerically higher in crab fed 300 mg/kg vitamin E than those fed the other level of vitamin E. The lipid source and vitamin E level could affect fatty acid composition in the hepatopancreas. The contents of saturated fatty acids (SAFA) and n‐3HUFA were significantly higher in the crab‐fed fish oil. The highest contents of n‐6PUFA and n‐3PUFA were found in the crab‐fed soybean oil and linseed oil respectively. The contents of SAFA, n‐3HUFA and n‐3PUFA were higher in the 300 mg/kg vitamin E treatment. A lower malondialdehyde (MDA) content and higher phenoloxidase (PO) activity were observed in the crab fed 300 mg/kg vitamin E. The results of this study indicate that the Chinese mitten crab fed the diet with 6% fish oil and 300 mg/kg vitamin E showed better growth, antioxidant capacity and resistance to Aeromonas hydrophila.