This research aimed to evaluate the effects of the inclusion of honey bee pollen (HBP) in meagre (Argyrosoumus regius) juveniles’ diets on growth performance, diet digestibility, intestinal morphology, and immunohistochemistry. Furthermore, stress-related molecular markers and biochemical blood profile of fish were evaluated, together with mineral trace and toxic element concentration in pollen and diets. Specimens of meagre (360) of 3.34 ± 0.14 g initial body weight, were randomly allocated to twelve 500 L circular tanks (30 fish per tank). Four diets were formulated: a control diet and three experimental diets with 1%, 2.5%, and 4% of HBP inclusion. All the growth parameters and crude protein and ether extract digestibility coefficients were negatively linearly affected by increased HBP inclusion (p < 0.0001). Histology of medium intestine showed slight signs of alterations in group HPB1 and HPB2.5 compared to control. Fish from HBP4 group showed severe alterations at the intestinal mucosa level. Immunohistochemical detection of TNF-α in the medium intestine showed the presence of TNF-α+ cells in the lamina propria, which resulted in accordance with the increased level of the TNF-α protein detected by immunoblotting in the liver. This stress situation was confirmed by the increased hepatic level of HSP70 (p < 0.05) in fish fed the HBP4 diet and by the linear decrease of total serum protein levels in HBP-containing diets (p < 0.0001). These negative effects can be related to the ultrastructure of the bee pollen grain walls, which make the bioactive substances unavailable and can irritate the intestine of a carnivorous fish such as meagre.