Montmorillonite (MMT) is an aluminosilicate clay with specific properties, such as improving growth performance and enhancing immunity. The effects of MMT supplements on performance, survival rate, body composition, haemolymph parameters, relative gene expressions, and antioxidant response of whiteleg shrimp (Litopenaeus vannamei) were investigated. Five diets with MMT supplementation were formulated at 0 (Control), 10 (MMT1), 20 (MMT2), 30 (MMT3) and 40 (MMT4) g/kg representing five treatments in replicates (15 tanks). A quadratic relation existed between the growth, feed conversion ratio, lysozyme and penaeidin3a and the MMT levels (further, MMT1 and MMT2 had significantly higher levels than other groups). Phenoloxidase, alkaline phosphatase and the expression of heat shock protein (HSP70), metallothionein and glutathione had linear relations so that MMT4 had a higher value than others (P < 0.05). Weight gain also had positive correlations with feed efficiency (correlation coefficient R: 0.76), HSP70 (R: 0.55), lysozyme (R: 0.72) and penaeidin3a (R: 0.60), while it had negative relations with daily feed intake, triglycerides and malondialdehyde. Malondialdehyde also had negative correlations with the level of MMT (R: − 0.69), weight gain (R: − 0.54), phenoloxidase (R: − 0.61), HSP70 (R: − 0.65), metallothionein (R: − 0.57) and catalase (R: 0.54) and also negative, but not significant, correlations with other measured parameters. In general, the findings of this study showed that the inclusion of MMT supplements in the diet improves the growth, antioxidant system and expression of genes related to whiteleg shrimp immunity and avoids lipid peroxidation. Most of the measured parameters suggest supplementing 20 g/kg MMT in diets of whiteleg shrimp, which is economically beneficial through improved growth and FCR.