An 8-week feeding trial was conducted to investigate the effects of dietary vitamin D3 supplementation on the growth performance, tissue Ca and P concentrations, antioxidant capacity, immune response and lipid metabolism in Litopenaeus vannamei larvae. A total of 720 shrimp (initial weight 0·50 ± 0·01 g) were randomly distributed into six treatments, each of which had three duplicates of forty shrimp per duplicate. Six isonitrogenous and isolipidic diets were formulated to contain graded vitamin D3 (0·18, 0·23, 0·27, 0·48, 0·57 and 0·98 mg/kg of vitamin D3, measured) supplementation levels. The results revealed that L. vannamei fed diet containing 0·48 mg/kg of vitamin D3 achieved the best growth performance. Compared with the control group, supplementing 0·48 mg/kg of vitamin D3 significantly increased (P < 0·05) the activities of catalase, total antioxidative capacity, alkaline phosphatase and acid phosphatase in serum and hepatopancreas. Expression levels of antioxidant and immune-related genes were synchronously increased (P < 0·05). Carapace P and Ca concentrations were increased (P < 0·05) with the increased vitamin D3 supplementation levels. Further analysis of lipid metabolism-related genes expression showed that shrimp fed 0·48 mg of vitamin D3 per kg diet showed the highest value in the expression of lipid synthesis-related genes, while shrimp fed 0·98 mg of vitamin D3 per kg diet showed the highest value in the expression of lipolysis-related genes. In conclusion, the results of present study indicated that dietary supplementation of 0·48 mg/kg of vitamin D3 could increase Ca and P concentrations, improve antioxidant capacity and immune response, and influence lipid metabolism in L. vannamei.