With the recent trend of global warming, HS-instigated diminishing could extremely jeopardize animal health, productivity, and farm profit. Marjoram essential oil (MEOE) is a worthy source of wide range phytogenic compounds that may improve heat tolerance, redox and inflammatory homeostasis, and immunity of newly weaned rabbits, specifically if included in the diets in a nano form. One hundred newly weaned rabbits were randomly distributed into four homogeneous groups. The first group (control group) included rabbits that received basal diet without supplementation. In contrast, the other three groups included rabbits that received basal diets supplemented with 200 (MEONE200), 400 (MEONE400), and 800 (MEONE800) mg MEONE/kg diet, respectively. Among MEONE-treated groups and control groups, MEONE400 group showed the highest (p < 0.001) growth performance traits, including final body weight, average daily gain, feed efficiency, and the performance index. Compared to the control, all MEONE-supplemented groups possessed lower rectal temperatures and respiration rates, recording the lowest values in the MEONE400 group. The oxidative stress biomarkers and immunoglobulins G and M were significantly improved in the MEONE400 and MEONE800 compared with the control and MEONE200 groups. The addition of MEONE (400 or 800 mg/kg) decreased the concentrations of serum interleukin-4 (p = 0.0003), interferon gamma (p = 0.0004), and tumor necrosis factor-α (p < 0.0001) but significantly elevated (p < 0.001) the activity of nitric oxide, amyloid A and lysozyme. Liver functions (lower concentrations of liver enzymes) were significantly improved in all MEONE-treated groups compared to the control group. There was a considerable significant effect of dietary supplementation of MEONE400 on economic efficiency. In conclusion, the addition of 400 mg/kg to the diets of newly weaned rabbits can be recommended as an affective intervention to mitigate the negative impacts of HS.