The codon-optimized anti-lipopolysaccharide factor (ALF) sequence was introduced into pPICZαA vector and transformed into Pichia pastoris GS115. The recombinant ALF yeast supernatant (rALF-mix) was freeze-dried and evaluated as a feed additive for Litopenaeus vannamei. It was found by antibacterial activity test in vitro that the rALF-mix had antibacterial activity under different pH and temperature conditions. The 0, 0.00375%, 0.0075%, 0.015%, 0.03% and 0.06% of rALF-mix were added respectively to make the six experimental diets. After a 10-week feeding trial with shrimps (2.36 ± 0.02 g), it was found that the weight gain rate (WGR) and protein efficiency ratio (PER) of shrimp in the groups with 0.0075%, 0.015% and 0.03% of dietary rALF-mix supplementation were significantly higher than those in the control group (P < 0.05). Dietary rALF-mix supplementation significantly increased the total haemocyte count, respiratory burst, phagocytic activity, total anti-oxidative capacity (T-AOC), phenol oxidase activity, nitric oxide synthase activity, lysozyme (LYZ) activity, serum antibacterial capacity in the hemolymph and the T-AOC, LYZ in the hepatopancreas of shrimps (P < 0.05). The malondialdehyde contents in hemolymph and hepatopancreas were significantly decreased (P < 0.05). Meanwhile, the expression levels of toll, immune deficiency, heat shock protein 70, crustin and lipopolysaccharide-β-glucan binding protein in the gill of shrimps were significantly increased (P < 0.05). After the challenge test, it was showed that dietary rALF-mix supplementation significantly improved the resistance of L. vannamei to Vibrio parahaemolyticus (P < 0.05). In conclusion, the rALF-mix can be used as a functional feed additive to improve the growth, immunity and disease resistance of shrimp. Based on the quadratic regression analysis for WGR, the optimal supplemental level of rALF-mix in diet for shrimp was estimated to be 0.02813%.