Gradually, concern for the welfare of aquatic invertebrates produced on a commercial/industrial scale is crossing the boundaries of science and becoming a demand of other societal actors. The objective of this paper is to propose protocols for assessing the Penaeus vannamei welfare during the stages of reproduction, larval rearing, transport, and growing-out in earthen ponds and to discuss, based on a literature review, the processes and perspectives associated with the development and application of on-farm shrimp welfare protocols. Protocols were developed based on four of the five domains of animal welfare: nutrition, environment, health, and behaviour. The indicators related to the psychology domain were not considered a separate category, and the other proposed indicators indirectly assessed this domain. For each indicator, the corresponding reference values were defined based on literature and field experience, apart from the three possible scores related to animal experience on a continuum from positive (score 1) to very negative (score 3). It is very likely that non-invasive methods for measuring the farmed shrimp welfare, such as those proposed here, will become a standard tool for farms and laboratories and that it will become increasingly challenging to produce shrimp without considering their welfare throughout the production cycle.