One hundred and sixty crabs (average initial weight: 51.32±0.08 g) were fed with four experimental diets containing cottonseed meal protein hydrolysate (CPH) at 0% (CPH0, control), 0.3% (CPH0.3), 0.6% (CPH0.6), and 1.2% CPH (CPH1.2). The experiment results show that no difference was observed in specific growth rate and survival rate of crabs fed with CPH diet. Moisture content of crabs fed with CPH0.6 diet was significantly reduced than that of the CPH0 group. Superoxide dismutase and catalase activities of crabs fed with CPH0.6 diet were significantly increased and the difference was not significant between the CPH0.3 and CPH0.6 groups. Malondialdehyde content of CPH0.3 group was significantly lower than that of the CPH0 group. Lysozyme, alkaline phosphatase, and acid phosphatase activities of CPH0.3 diet crabs were significantly higher than that of the CPH0 group. Glutamic-pyruvic transaminase activity of crabs fed with CPH0.3 diet was significantly decreased compared to the CPH0 group. The relative expression levels of Toll1, Toll2, MyD88, LITAF, and ILF-2 of crabs fed with CPH0.3 diet were significantly higher than that of the CPH0 group. The expression level of SOCS2 showed an opposite pattern. After CPH perfusion, the expression levels of SOCS2 and Toll1 in intestine at time 3 h and SOCS2 in hepatopancreas at time 18 h increased significantly to the highest value. The expression level of Toll2, MyD88, LITAF decreased at times 6 h, 6 h, 12 h, respectively, then increased gradually. Therefore, supplementation of dietary CPH could improve antioxidant capacity and immune function; the appropriate supplement dosage of CPH for crab could be 0.3%–0.6%. Furthermore, the short-term CPH stimulation could significantly increase or decline the expression levels of immune-related genes at different times after CPH perfusion.