In the present study, we explored the effect of poly-β-hydroxybutyrate (PHB) on the performance of the immune system in Fenneropenaeus chinensis. This study used single factor concentration gradient method. F. chinensis were fed with baits containing PHB at different concentrations (0, 0.5%, 1.0%, 2.5% and 5.0%). After six weeks, the mortality and relative immune protective rate of each group was calculated. Moreover, enzyme activities of nonspecific immunity, including the total antioxidant capacity (T-AOC), the enzyme activities of acid phosphatase (ACP), peroxidase (POD) and catalase (CAT), and the content of malondialdehyde (MDA) in muscle, hepatopancreas and serum were analyzed and compared between groups on a weekly basis. The results showed that the PHB had a significant effect on immune performance. With the increase of PHB concentration, the relative immune protective rates in the experimental groups were elevated initially followed by a decline. The group of E1.0 had the highest relative immune protective rate compared with other groups (P<0.05). The trend of the enzyme activities were similar to the changes of the relative immune protective rates. On the spatial distribution, the enzyme activities of T-AOC, POD, CAT in serum and ACP in hepatopancreas were the highest. On the temporary distribution, the total enzyme activities reached the highest level after 2–3 weeks of treatments. Among different groups, the groups of E1.0 and E2.5 in serum and E1.0 in hepatopancreas had significant different T-AOC from other groups (P<0.05). The ACP activities in serum in the groups of E1.0 and E2.5, and E1.0 in the hepatopancreas were significantly different from other groups (P<0.05). During the high level expression period of CAT, serum CAT in E0.5, E1.0, E2.5 groups, hepatopancreas CAT in E 0.5, E1.0, E10.0 groups were significantly different from other groups (P<0.05). The serum and hepatopancreas POD activities in E0.5, E1.0, E2.5 groups were significantly different from other groups (P<0.05). The SOD activities in serum and hepatopancreas in group E1.0 were significantly different from other groups (P<0.05). And the content of MDA in serum in E1.0 group and that in hepatopancreas in group E0.5 and E1.0 were significantly different from other groups. Based on the results, it is concluded that the PHB can improve the immunity of F. chinensis. Furthermore, 1.0% PHB inclusion in feed had the best effect and the total enzyme activities reached the highest level after 2–3 weeks of treatment.