White shrimp Litopenaeus vannamei haemocytes receiving immunostimulating Sargassum oligocystum extract (SE) caused necrosis in haemocyte cells, which released endogenous EM-SE molecules. This study examined the immune response of white shrimp L. vannamei receiving SE and EM-SE in vitro and in vivo. Shrimp haemocytes receiving SE exhibited degranulation, changes in cell size and cell viability, necrosis and a release of EM-SE. Shrimp haemocytes receiving SE, EM-SE, and the SE + EM-SE mixture (SE + EM-SE) increased their phenoloxidase (PO) activity which was significantly higher in shrimp haemocytes receiving the SE + EM-SE mixture. Furthermore, shrimp haemocytes receiving EM-SE showed degranulation and changes in cell size and cell viability. Shrimp receiving SE, EM-SE, and SE + EM-SE all increased their immune parameters, phagocytic activity, clearance efficiency and resistance to Vibrio alginolyticus, being significantly higher in shrimp receiving SE + EM-SE. Meanwhile, the recombinant lipopolysaccharide- and β-1,3-glucan binding protein of L. vannamei (rLvLGBP) was bound to SE, EM-SE, and SE + EM-SE. We conclude that in shrimp haemocytes receiving a non-self molecule, SE in dying cells released EM-SE which led to downstream activation and synergization of the immune response. This study demonstrated that the innate immunity of shrimp was elicited and enhanced by a mixture of endogenous molecules and exogenous substances (or immunostimulants).