The probiotic yeast Debaryomyces hansenii and a characterized essential oil from Mexican oregano Lippia graveolens (OEO) were assayed, separately or in combination, as feed additives in Longfin yellowtail Seriola rivoliana. Effects on skin mucosal immunity and gene expression were studied after a 6-week experimental test, also carrying out routine histological examination of key organs (gut, liver and head kidney). Four diets were administered to fish: control (basal diet without additives); yeast (1.1% of live D. hansenii); OEO (0.05% of oregano essential oil); and Yeast + OEO (1.1% of live D. hansenii and 0.05% of OEO). Histological examination of key organs revealed a normal pattern from a healthy situation with any of the treatments. Skin mucosal immunity (protease, antiprotease, myeloperoxidase, lysozyme, superoxide dismutase, catalase and immunoglobulin M (IgM)) were evaluated. Furthermore, gene expression of two immune-related genes (tumour necrosis factor alpha (TNF-α) and piscidin) was analysed at head kidney and spleen by real-time PCR. Interestingly, the Yeast diet produced an increase in most skin mucus immune-related parameters—except for myeloperoxidase—and also an up-regulation of TNF-α expression. Meanwhile, the fish fed the Yeast + OEO and OEO diets had significantly higher values of IgM (both), lysozyme (OEO diet), antiprotease, myeloperoxidase and superoxide dismutase (Yeast + OEO diet), and both down-regulated TNF-α expression in spleen. Based on our results, D. hansenii and Mexican oregano essential oil, to a lesser extent, can improve the humoral immunity of skin mucus of Longfin yellowtail juveniles. Nevertheless, the combination of both has no synergistic effect.