The current trial was designed to examine effects of sequential feeding of diets varying in energy and protein contents on performance, gut development, welfare indices, and immune responses of broiler chicks. A total of 240 one-day-old broiler chicks (Ross 308) were randomly allotted to 4 treatments with 5 replicates in a completely randomized design. Sequential feeding was evaluated in 48-h cycles during 8 to 28 d of age. Diets varied in energy (E+ = 3,210 kcal/kg and E− = 2,790 kcal/kg) and protein (P+ = 25.14% CP and P− = 16.76% CP) contents. The 4 feeding programs were: control (ME: 3,000 kcal/kg, CP: 20.95%); P+/P− (P+ followed by P− containing 3,000 kcal/kg energy); E−/E+ (E− followed by E+ containing 20.95% CP), and E−P+ / E+P− (E−P+ followed by E+P−). The experiment lasted 42 d and birds were fed by a standard finishing diet from d 28 to 42. Broilers fed on E−/E+ and E−P+/E+P− had lower daily feed intake than control ones during 8 to 28 d of age (P < 0.05), while daily weight gain and feed conversion ratio were not affected significantly. Footpad dermatitis was lower in birds sequentially fed E−/E+ and E−P+/E+P− at 35 d of age (P < 0.05). Sequential feeding of diets varying in either energy or protein or both increased duration of tonic immobility at d 39 of age (P < 0.05). Feeding with E−/E+ regime decreased jejunal crypt depth, while feeding P+/P− regime increased villus height and crypt depth in the duodenum and ileum (P < 0.05). However, no relationship was found between intestinal morphology and growth performance of broiler chickens. Antibody production against sheep red blood cells as well as Newcastle and influenza disease viruses was not affected by sequential feeding. In conclusion, digestive organs and intestinal morphology might be adjusted to energy and protein variations. Sequential feeding increased the fear level in chickens.