An 8-week feeding trial was conducted to study the effects of dietary short-chain fatty acid salts, sodium acetate (SA), sodium propionate (SP) and sodium butyrate (SB), on the growth performance, digestive ability, immune parameters and disease resistance of juvenile Exopalaemon carinicauda. Shrimps (14.60 ± 1.48 mg) were fed with 10 experimental diets containing 0.0 (control), 0.25%, 0.5% and 1% of SA, SB and SP in triplicate. The highest survival rate was observed in the SP (0.5%) group (p < 0.05). The final weight, specific growth rate and feed efficiency was highest in the SP (0.25%) group (p < 0.05). Shrimps that were fed SP (0.25%) had greater intestinal digestive enzyme (chymotrypsin) activity. Shrimps in the SA (0.5%) group had the highest activities of glutathione peroxidase, catalase, lysozyme, acid phosphatase and alkaline phosphatase, which was accompanied by the highest relative percent survival after a Vibro parahaemolyticus challenge (p < 0.05). The expression of immune-related genes (prophenoloxidase, C-type lectin and mannose binding lectin) in the hepatopancreas of shrimps fed SA (0.5%) and SP (0.25%) was higher than that of the control group (p < 0.05). These data suggest that SA (0.5%) and SP (0.25%) are beneficial to the growth performance and health of E. carinicauda.