The goal of this study was to investigate the effects of dietary supplementation with β-glucan and synbiotics (i.e., microencapsulated Bacillus subtilis and Pediococcus acidilactici) on immune gene expression and immune parameters of Pacific white shrimp (Litopenaeus vannamei) as well as modulation of immune parameters when shrimp were exposed to ammonia stress. Shrimp were fed one of four treatment diets [basal diet (C), β-glucan-containing diet (β-glu), β-glucan plus B. subtilis-containing diet (β-glu + Bs), and β-glucan plus P. acidilactici-containing diet (β-glu + Pa)] for 90 days. The microencapsulated bacteria colonized in the proximal and central parts of the shrimp intestine. The β-glu diet increased expression of lipopolysaccharide and β-1,3-glucan-binding protein (LGBP), and the β-glu + Bs diet induced expression of the serine protease and prophenoloxidase genes. In addition, β-glu + Pa increased the LGBP transcription. However, the mRNA level of peroxinectin did not differ significantly among the experimental groups. Shrimp fed the β-glu and β-glu + Pa diets had higher superoxide dismutase activity (SOD) compared to shrimp fed the basal diet. In addition, the β-glu + Bs and β-glu + Pa diets increased phenoloxidase activity (PO). However, there were no significant differences in total hemocyte count (THC) and lysozyme activity among the treatment diets. Ammonia stress led to increased THC and decreased SOD activity, but it seemed to have no adverse effects on PO and lysozyme activity. Thus, both β-glucan and synbiotic supplementation had beneficial effects on several immune parameters, and the effect of dietary synbiotics was superior to that of β-glucan only for PO activity.