The cultivation of scallops Nodipecten nodosus is a promising activity emerging in Brazil. The purpose of this study was to characterize the immune system of N. nodosus and evaluate the modulation of some hemato-immunological parameters during the reproductive cycle, in association with an astaxanthin-enriched diet. It was hypothesized that a supplementation on astaxanthin could enhance scallop immune system and minimize stress of reproduction. Scallops were separated in different groups: juveniles (J), adults (A), sexually mature (M), and recently spawned (S) animals. The last two groups were fed standard (M and S) or astaxanthin-enriched (Ma and Sa) diets. Scallop hemolymph contained two hemocyte populations: hyaline (HH) and granular hemocytes (GH). Antimicrobial peptides, similar to mussel defensins and mytilins, were found by immunodetection within the GH granules, even though the scallop hemolymph did not exhibit significant antimicrobial activity against different bacteria, including marine vibrios. Scallop hemocytes were able to phagocytose zymosan and produce reactive oxygen intermediates (ROI–NBT reduction). The number of circulating hemocytes (Neubauer chamber) varied from 12 to 26.106 cells mL−1, and the GH was always the predominant cell type (67–99%). The plasma of N. nodosus contained lectins, specific to galactose and sialoconjugates, and their agglutinating activity was partially calcium-dependent. A phenoloxidase (PO) activity (146–446 U min−1 mg−1) was observed in the scallop hemolymph. However, this activity was not induced by trypsin or components of microorganism surface, and was strongly enhanced by alkaline pH (≥8.5). The total protein concentration of the plasma varied from 240 to 660 μg mL−1. In general terms, all examined hemato-immunological parameters (hemograms, superoxide anion production, PO activity, lectin titers and total protein concentration) had a similar profile during all the scallop reproductive cycle. Their levels increased significantly from juveniles to adults (except PO activity), and declined markedly (immune depletion) in the sexually mature scallops. After spawning, the animals had a tendency to recover the standard levels of their immune parameters. Apparently, the astaxanthin-enriched diet had no effect on the tested immune parameters except for a slight influence on the scallop immune-oxidative reactions (ROI production). The results obtained in this study suggested the occurrence of a general immune depletion in the sexually mature scallops, confirming that the reproductive stage is a critical period in scallop life.