This experiment was carried out to improve the operability of bioflocs technology and to better the application of bagasse, a sugarcane by-product or fibrous pulp of other plant materials, in aquaculture. Firstly, a generator device for suspended-bagasse was designed, and indigenous efficient nitrogen-reducing bacteria were screened and combined. Then a suspended-bagasse bioflocs Penaeus vannamei (initial body weight of 0.78 ± 0.33 g, density of 350 shrimp/m2) culture system was constructed with bagasse and indigenous probiotics (single probiotic or composite probiotic from the previous step) as components through the generator device. The commercial shrimp culture model with commercial probiotics applied was used as a control group with three replicates in each group. The experiment lasted for 50 days. The effects of suspended-bagasse bioflocs on the water quality, shrimp growth, and immune response in the shrimp culture system were evaluated. All experimental results were analyzed using one-way variance or linear estimation. The suspended-bagasse generator could promote rapid biofilm formation on the surface of the bagasse, and the hydraulic retention parameter can be set to 12 h. Besides, three efficient nitrogen-reducing strains were screened and identified (Halomonas alkalihila AC3–2, Rugerella sp BD15–5, and Halomonas venusta BD15–8). They were non-hemolytic, sensitive to most antibiotics, and non-pathogenic to shrimp. Their combination with Bacillus megaterium BZ5 (a previously isolated probiotic) in a 1:1:1:1 ratio resulted in the highest degradation efficiencies of 97.1% and 51.4% for ammonia and nitrite nitrogen, respectively. Furthermore, application experiments in shrimp aquaculture systems showed that suspended-bagasse flocs (with single bacteria and combined bacteria) reduced ammonia and nitrite nitrogen levels and promoted nitrification in the water of the shrimp aquaculture system. This suspended bagasse floc (with combined bacteria) system reduced water usage by 37.6% per kg of shrimp produced compared to the common culture system. Moreover, the suspended-bagasse flocs (with combined bacteria) improved hepatopancreatic digestive enzyme (trypsin, lipase, and α-amylase) and serum immune-related enzyme (lysozyme and phenol-oxidase) activity. This study indicates that it is feasible to cultivate suspended-bagasse flocs in shrimp aquaculture systems using a generator device with bagasse and probiotic bacteria as components. The flocs based on bagasse and indigenous complex bacteria can effectively reduce water exchange during shrimp aquaculture and improve shrimp production. Imperfectly, the microbial community and function of the biofilm on the surface of bagasse, which is very important for the interpretation of water quality variations, was not revealed in this experiment and needs to be refined in future work. Additionally, it is also worthwhile to evaluate the effectiveness of this device in other aquatic animal culture systems.