Palaemonetes sinensis is a new breed of shrimp with great potential for aquaculture, which has been confirmed in our previous production tests. However, there are limited reports about this species and its biological information is scarce. This study describes the effect of stocking density on the growth, digestive enzyme activities, and nonspecific immunity of P. sinensis with an initial average body weight was 0.25 ± 0.02 g. Groups of shrimps were reared at four different initial densities (2.5, 5, 10, and 20 individuals·L−1). After 30 days of culture, the results indicated that the final body weight, weight gain, and specific growth rate were higher in shrimps grown in groups of 10 individuals·L−1 than other groups, but the survival rates of these shrimp were significantly lower than those reared in group of 2.5 or 5 individuals·L−1. The trypsin, amylase, and lipase activities of shrimp significantly decreased with increase in stocking density. Nonspecific immune indicators decreased significantly with increase in density, but there were no significant differences between the 2.5 and 5 individuals·L−1 groups in terms of the total haemocyte count (THC), phenoloxidase activity (PO), lysozyme (LZM), catalase (CAT), and superoxide dismutase (SOD). These results suggest that increasing the stocking density from 2.5 to 5 individuals·L−1 did not affect any of the detected indicators of P. sinensis, but there are shelter in farming mode is better for culture of P. sinensis up to 10 individuals L−1.