Mannan oligosaccharides (MOS) are a type of functional oligosaccharide which have received increased attention because of their beneficial effects on fish intestinal health. However, intestinal structural integrity is a necessary prerequisite for intestinal health. This study focused on exploring the protective effects of dietary MOS supplementation on the grass carp’s (Ctenopharyngodon idella) intestinal structural integrity (including tight junction (TJ) and adherent junction (AJ)) and its related signalling molecule mechanism. A total of 540 grass carp (215.85 ± 0.30 g) were fed six diets containing graded levels of dietary MOS supplementation (0, 200, 400, 600, 800 and 1000 mg/kg) for 60 days. Subsequently, a challenge test was conducted by injection of Aeromonas hydrophila for 14 days. We used ELISA, spectrophotometry, transmission electron microscope, immunohistochemistry, qRT-PCR and Western blotting to determine the effect of dietary MOS supplementation on intestinal structural integrity and antioxidant capacity. The results revealed that dietary MOS supplementation protected the microvillus of the intestine; reduced serum diamine oxidase and d-lactate levels (p < 0.05); enhanced intestinal total antioxidant capacity (p < 0.01); up-regulated most intestinal TJ and AJ mRNA levels; and decreased GTP-RhoA protein levels (p < 0.01). In addition, we also found several interesting results suggesting that MOS supplementation has no effects on ZO-2 and Claudin-15b. Overall, these findings suggested that dietary MOS supplementation could protect intestinal ultrastructure, reduce intestinal mucosal permeability and maintain intestinal structural integrity via inhibiting MLCK and RhoA/ROCK signalling pathways.