Recently, strong interest has been focused on immunostimulants to reducing the diseases in shrimp aquaculture. However, information regarding to the related immune-enhancing proteins in shrimps is not available yet. In this study, vitamin C (Vc), Chinese herbs (CH), and the mixture of vitamin C and Chinese herbs (Mix) were tested for their enhancement on shrimp’s immune activity. Compared with those in the control group, values of phenoloxidase (PO), superoxide dismutase (SOD) and antibacterial (Ua) activity in the Mix-treated group were improved significantly 12 or 24 days after the treatment. The cumulative mortality was also lower in the Mix-treated group after infection with Vibrio parahemolyticus. Furthermore, comparative proteomic approach was used to assess the protein expression profile in shrimps. Approximately 220–290 and 300–400 protein spots were observed in the 2-DE gels. Among them, 29 and 28 altered proteins from hemocytes and hepatopancreas, respectively, were subjected to matrix-assisted laser desorption ionization time-of-flight mass spectrometry (MALDI-TOF/MS) analysis. The results revealed that the main altered proteins showed high homologies with Litopenaeus vannamei hemocyanin, hemolymph clottable protein, hemoglobin beta, cytosolic MnSOD, trypsin, cathepsin I(L) and zinc proteinase Mpc1. Together, these studies found Vc and CH were suitable immunostimulants to shrimp L. vannamei, and 7 altered proteins could be involved in the enhanced immune activities.