Vitamin C, vitamin E, and alpha-lipoic acid (ALA) are potent nutritional antioxidants, which are important for enhancing immunity. This study compared the effects of supplementation with vitamin C, vitamin E, or ALA on the antioxidant defense system and the expression of immune-related genes under oxidative stress induced by dexamethasone (DEX) in broilers. In total, 240 one-day-old female Recessive White Rock chickens were assigned randomly to either a basal diet (control group) or basal diet supplemented with vitamin C (200 mg/kg diet), vitamin E (100 mg/kg), or ALA (500 mg/kg) for 28 d starting from hatching. At 21 d of age, birds fed the ALA-supplemented diet had the highest plasma total antioxidant capacity (T-AOC) and superoxide dismutase (T-SOD) and glutathione peroxidase (GSH-PX) enzyme activities, and the lowest plasma malondialdehyde (MDA) activity, as well as the lowest mRNA gene expression levels of interferon gamma (IFN-γ) and lipopolysaccharide-induced tumor necrosis factor-alpha factor (LITAF). At 23 d of age, the broilers in the 3 treatment groups were injected in the thigh muscle with DEX for 3 alternating days. In addition, the control group was divided into 2 equal groups, in which one was injected with saline and the other was injected with DEX. At 28 d of age, the DEX-ALA group (P < 0.05) had the highest activity levels for T-AOC, T-SOD, and GSH-PX in the plasma and liver (P < 0.05), and the greatest reduction in the MDA level. Dietary ALA significantly decreased the mRNA expression levels of the interleukin 1 β (IL-1β), IL-6, IFN-γ, and LITAF genes compared with the other groups during oxidative stress by DEX. In conclusion, this study suggests that in broilers, ALA is more effective for normalizing the oxidative stress induced by DEX than vitamin C or vitamin E.