Copper can be accumulated in water through excessive sewage discharge or residual algaecide to generate toxic effect to aquatic animals. In this study, the juvenile of Pacific white shrimp, Litopenaeus vannamei was exposed to 0 (control), 0.05, 0.1, 0.2, 0.5 or 1 mg Cu2+ L−1 for 30 days. Growth, immune function, anti-oxidative status and gut microbiota were evaluated. Weight gain and specific growth rate of L. vannamei were significantly decreased with the increase of ambient Cu2+. Enlarged lumen and ruptured cells were found in the hepatopancreas of shrimp in the 0.5 or 1 mg Cu2+ L−1 treatment. Total hemocyte counts of shrimp in 0.5 or 1 mg Cu2+ L−1 were significantly lower than in the control. The hemocyanin concentration was also significantly increased in 0.2 or 0.5 mg Cu2+ L−1. Lysozyme contents were reduced in shrimp when Cu2+ exceeded 0.2 mg L−1. Meanwhile, activities of superoxide dismutase and glutathione peroxidase were increased in the hepatopancreas and the activity of Na+-K+ ATPase was decreased in the gills with increasing Cu2+. The mRNA expressions of immune deficiency, toll-like receptor and caspase-3 were all significantly higher in the hepatopancreas in 0.05 mg Cu2+ L−1 than in the control. For the diversity of intestinal microbes, Bacteroidetes significantly decreased in 1 mg Cu2+ L−1 at the phylum level. KEGG pathway analysis demonstrates that 1 mg L−1 Cu2+ can significantly alter metabolism, cellular processes and environmental information processing. This study indicates that the concentration of 1 mg L−1 Cu can negatively impact growth, hemolymph immunity, anti-oxidative capacity and gut microbiota composition of L. vannamei.