The awareness of the correlation between administered diet, fish health and products’ quality has led to the increase in the research for innovative and functional feed ingredients. Herein, a plant-derived product rich in bioactive compounds, such as honeybee pollen (HBP), was included as raw (HBP) and as Supercritical Fluid Extracted (SFE) pollen (HBP_SFE) in the diet for gilthead seabream (Sparus aurata). The experiment was carried out on 90 fish with an average body weight of 294.7 ± 12.8 g, divided into five groups, according to the administration of five diets for 30 days: control diet (CTR); two diets containing HBP at 5% (P5) and at 10% (P10) level of inclusion; two diets containing HBP_SFE, at 0.5% (E0.5) and at 1% (E1) level of inclusion. Their effects were evaluated on 60 specimens (336.2 ± 11.4 g average final body weight) considering the fish growth, the expression of some hepatic genes involved in the inflammatory response (il-1β, il-6 and il-8) through quantitative real-time PCR, and physico-chemical characterization (namely color, texture, water holding capacity, fatty acid profile and lipid peroxidation) of the fish fillets monitored at the beginning (day 0) and after 110 days of storage at −20 °C. The results obtained showed that the treatment with diet E1 determined the up-regulation of il-1β, il-6, and il-8 (p < 0.05); however, this supplementation did not significantly contribute to limiting the oxidative stress. Nevertheless, no detrimental effect on color and the other physical characteristics was observed. These results suggest that a low level of HBP_SFE could be potentially utilized in aquaculture as an immunostimulant more than an antioxidant, but further investigation is necessary.