This paper reports the evaluation of digestibility, immunological parameters, and resistance to thermal shock at low temperature in Litopenaeus vannamei fed diets with diferent Aurantiochytrium sp. meal additions (0; 0.5; 1 and 2%). First, the apparent digestibility coefficient of the ingredient was determined. The digestibility of the microalgae meal was high for protein (74.90%); around 60% for lipids, and for docosahexaenoic fatty acid (DHA) it was 55.61%. After, shrimp rearing with the feed additive was carried out in a clear water system, containing 25 shrimp (initial weight: 4.89 ± 0.27 g) per 400 L tank. Feeding occurred four times a day. After a three-week period, immunological parameters were evaluated and thermal shock was performed. Animals fed 0.5% and 2% of the microalgae Aurantiochytrium sp. showed higher survival to thermal shock. In immunological analyses, the serum agglutiniting titer was higher (p <0.05) in the 0.5 and 2% additions of the microalgae meal, and the phenoloxidase activity (PO) was higher in the 1% addition (p <0.05). It is concluded that there is good utilization of the nutrients of Aurantiochytrium sp. meal by L. vannamei and its addition to the diet (0.5 and 1%) increased shrimp resistance to thermal shock.