Sub-health status, in which a person's mind and body exist in a low-quality state of being between disease and health, has become an urgent public health problem that cannot be ignored globally. One of the most apparent sub-health symptoms is fatigue, and it also shows a significant decrease in mental vitality and adaptability caused by disruption of the neuroendocrine-immune system. Dendrobium officinale (DOF) has a long history of use in China as a medicinal food with immune-regulating, anti-fatigue, anti-oxidant, and hypoglycemic effects. The ameliorative effects of Dendrobium officinale on sub-health mice are investigated in this present study, as well as its underlying mechanisms via neuroendocrine-immune (NEI) modulation. Forty male KM mice were divided into normal control group (NC), model control group (MC), and two doses of ultrafine DOF powder (DOFP) intervention groups: DOFP-L (0.1 g kg-1), DOFP-H (0.2 g kg-1) groups. Sub-health mice were induced by mimicking unhealthy human lifestyles, including cold water swimming, limbs restriction, an unhealthy diet, and sleep deprivation for seven weeks. The findings revealed that DOFP intervened sub-health mice have less bodyweight loss, normal fecal morphology, as well as lower face temperature and blood flow, which is similar to the normal mice. Moreover, sub-health mice treated with DOFP showed improved forelimb grip strength and exercise endurance in weight-loaded exhaustion swimming and cold water exhaustion swimming, combined with reduced content of lactic acid (LD), lactate dehydrogenase (LDH), blood urea nitrogen (BUN) in the plasma, increased storage of liver glycogen (LG), and muscle glycogen (MG), as well as increased superoxide dismutase (SOD) and glutathione peroxidase (GSH-Px), reduced malondialdehyde (MDA) levels in the liver. Additionally, DOFP could increase the counts of autonomous movements of sub-health mice, minimize tail suspension time, and perform well in the elevated plus maze and open field tests, all of which are associated with anti-depression and anti-anxiety. Moreover, mechanistic investigations revealed that DOFP could alleviate plasma corticotropin-releasing hormone (CRH), adrenocorticotropic hormone (ACTH), and cortisol (CORT) related hormones in the HPA axis, increase the level of hypothalamic norepinephrine (NE) and plasma β-endorphin (β-EP) of sub-health mice, while downregulating the content of 5-hydroxytryptamine (5-HT), dopamine (DA), and the relative mRNA expression of 5-HT1A and CRH in hypothalamus, and increase immunoglobulin G (IgG), immunoglobulin A (IgA), immunoglobulin M (IgM), and CD4+/CD8+ T cell ratio levels. In conclusion, DOFP can relieve symptoms such as fatigue and depression in sub-health mice by regulating the disorder of the neuroendocrine-immune network.