A 25-days experiment was conducted to evaluate the effect of dietary Haematococcus pluvialis on growth, survival, immune response and stress tolerance ability of post-larval Litopenaeus vannamei. Post-larval white shrimp (mean initial weight 2.1 mg) were fed five isoenergic and isonitrogenous diets containing grade levels of Haematococcus pluvialis (0, 1.7, 3.3, 6.7 and 13.3 g kg−1 diet, respectively). Results indicated that 3.3 g Haematococcus pluvialis kg−1 diet increased the survival rate of post-larval white shrimp. Specific growth rate (SGR) and weight gain (WG) showed no difference among each groups. After the acute salinity stress (salinity decreased rapidly from 28‰ to 5‰), survival of shrimp fed 6.7 g Haematococcus pluvialis kg−1 diet significant higher than the control (P < 0.05), and the total antioxidant capacity (T-AOC) was increased with the increasing dietary Haematococcus pluvialis levels. The malonaldehyde (MDA) contents in whole body decreased with the increasing dietary Haematococcus pluvialis levels before and after the salinity stress. Before the salinity stress, relative mRNA levels of Caspase 3, Rho and Janus kinase (JAK) decreased in shrimp fed diets contain Haematococcus pluvialis. After the salinity stress, relative mRNA levels of anti-oxidative related genes and immune related genes decreased with the dietary Haematococcus pluvialis level increased to 3.3 g kg−1. Based on the effect of Haematococcus pluvialis on survival, salinity stress tolerance ability and the immune response of post-larval L. vannamei, the optimal level of Haematococcus pluvialis was 3.3–6.7 g kg−1 diet (100–200 mg astaxanthin kg−1 diet).