The present study was conducted to understand the effects of dietary n-3 highly unsaturated fatty acids (HUFAs) on growth, fatty acid profiles, antioxidant capacity and the immunity of sea cucumber Apostichopus japonicus (Selenka). Five experimental diets were prepared, containing graded levels of n-3 HUFAs (0.46%, 0.85%, 1.25%, 1.61% and 1.95%, respectively), and the 0.46% group was used as control group. The specific growth rates, fatty acid profiles, activities and gene expression of antioxidative enzymes and lysozyme of the sea cucumbers that were fed with the 5 experimental diets were determined. The results showed that the specific growth rate of sea cucumbers in all the treatment groups significantly increased compared to the control group (P < 0.05), indicating the positive effects of n-3 HUFAs on the growth of sea cucumbers. The contents of eicosapentaenoic acid (EPA; 20:5n-3) and docosahexaenoic acid (DHA; 22:6n-3) in the body wall of the sea cucumbers gradually increased with the increasing levels of n-3 HUFAs in the diets. The suitable supplement of n-3 HUFAs in diets improved the activities of superoxide dismutase (SOD) and catalase (CAT) of sea cucumbers by up-regulating the expression of SOD and CAT mRNA in sea cucumbers. However, excess n-3 HUFAs in diets caused lipid peroxidation, inhibited the expression of lysozyme (LSZ) mRNA and decreased the activities of LSZ in sea cucumbers. In summary, the suitable supplement levels of n-3 HUFAs in diets of sea cucumbers A. japonicus were estimated between 0.85% and 1.25% considering the growth performance, cost and the indicators of antioxidant capacity and immunity.