A six-week feeding trial was conducted to assess the safety of single-domain antibodies (sdAbs) derived from camelids against the white spot syndrome virus (WSSV) (WSSVvp28 was used as the antigen), focusing on the whole-organism responses and molecular-level changes in juvenile whiteleg shrimp (Litopenaeus vannamei). Five experimental diets with varying levels of sdAbs were formulated: CON (no sdAb supplementation); SDA8.2 (8.20% of sdAbs); SDA16.4 (16.40% of sdAbs); SDA24.6 (24.60% of sdAbs); and SDA32.8 (32.80% of sdAbs). In the CON diet, 450 mL of water per kg of diet (45%) was used to form a feed dough, while sdAbs were used to replace the water in the treatment diets. A total of 450 shrimp, with an initial body weight of 3.27 ± 0.02 g (mean ± SEM), were randomly distributed in 15 tanks (30 shrimp per tank; three tanks per treatment). Each tank was filled with 30 L of seawater (77 L capacity) in an indoor semi-recirculating system with a constant water flow rate of 1.2 L min−1. The photoperiod was maintained at 12 h of light and 12 h of dark. The water temperature, pH, salinity, and dissolved oxygen were 27.3 ± 0.1 °C, 7.61 ± 0.01, 34 ± 1 ppt, and 5.94 ± 0.04 mg L−1, respectively. During the feeding trial, the shrimp were fed the experimental diet (40% protein and 11% lipid) three times a day for six weeks. Following the feeding trial, an acute cold-water-temperature stress test was conducted by abruptly exposing the shrimp from each treatment to 15 °C for 4 h, down from 27 °C. The results showed no significant differences in the growth performance (weight gain, feed utilization efficiency, survival, etc.), plasma metabolites (aspartate aminotransferase activity, alanine aminotransferase activity, total protein, and glucose), or antioxidant enzymes (superoxide dismutase and glutathione peroxidase) among all the experimental diets (p > 0.05). In the acute cold-temperature stress test, there was no significant interaction between sdAb supplementation and temperature stress, nor any main effect from either factor, except for the main effect of temperature stress on the glucose levels, which was significantly higher in shrimp exposed to cold-temperature stress (p < 0.05). The next-generation sequencing of differentially expressed genes (DEGs) in the hepatopancreases of shrimp fed the CON, SDA16.4, and SDA32.8 diets, followed by Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) enrichment analyses, indicated that DEGs were significantly enriched in signaling pathways associated with growth, cold stress, and antioxidant systems. Overall, the results from conventional measurements suggest that the use of sdAbs against the WSSV may be safe for juvenile whiteleg shrimp. However, findings from the sophisticated analysis indicate that further research is needed to understand the molecular mechanisms underlying the observed changes, and to evaluate the long-term effects of sdAb supplementation in shrimp diets.