This study was conducted to explore the possible effects of dietary ALA/LNA ratios on the gill immunity, tight junction and antioxidant capacity, and the related signaling factor mRNA levels of juvenile grass carp (Ctenopharyngodon idella). Fish were fed diets with different ALA/LNA ratios (0.01, 0.34, 0.68, 1.03, 1.41, 1.76 and 2.15) for 60 days. The present results showed that ALA/LNA ratio of 1.03 significantly enhanced lysozyme and acid phosphatase activities, complement 3 contents, promoted mRNA levels of antimicrobial peptides (Hepcidin and liver expression antimicrobial peptide-2), anti-inflammatory cytokines (interleukin 10 and transforming growth factor β1) and inhibitor protein κBα, whereas suppressed pro-inflammatory cytokines (interleukin 1β, interleukin 8, tumor necrosis factor a and interferon γ2), and signal molecules (IκB kinase β, IκB kines γ and nuclear factor κB p65) mRNA levels in the gill, indicating that optimal dietary ALA/LNA ratio improve gill immunity of juvenile fish. Besides, ALA/LNA ratio of 1.03 increased mRNA levels of the barrier functional proteins (occludin, zonula occludens-1, claudin-b, -c and −3), and reduced the pore-formation proteins (claudin-15a) and myosin light-chain kinase mRNA abundance in the gill of juvenile grass carp, indicating optimum ALA/LNA ratio strengthen gill tight junction of juvenile fish. Additionally, ALA/LNA ratio of 1.03 increased glutathione contents, copper/zinc superoxide dismutase, glutathione peroxidase, glutathione S-transferase and glutathione reductase activities and mRNA abundance, and nuclear factor erythoid 2-related factor 2 mRNA levels in the gill of fish, suggesting that optimal ALA/LNA ratio ameliorate gill antioxidant status of juvenile fish. Interestingly, dietary ALA/LNA ratios had no effect on IκB kinase α and catalase activities in fish gills. Collectively, optimal dietary ALA/LNA ratio could improve gill immunity and strengthen physical barrier of juvenile fish. Based on the quadratic regression analysis of complement 3 content in the gill, optimal dietary ALA/LNA ratio for maximum growth of juvenile grass carp was estimated to be 1.12.