The present study assessed the effects of three orally administered microalgae (Nannochloropsis gaditana, Tetraselmis chuii and Phaeodactylum tricornutum) on different immune parameters and immune-related gene expression of gilthead seabream (Sparus aurata L.). Fish were fed a control or one of six experimental diets and sampled at 2 and 4 weeks of treatment. At the end of the trial, growth performance and different systemic and local immune activities were measured (natural haemolytic complement activity, IgM levels, phagocytosis and respiratory burst). The expression levels of different immune-associated genes (EF-1α, IgM(H), TCR-β, MHCIα, MHCIIα, CSF-1R and β-defensin) were analysed in head-kidney and gut. Administration of N. gaditana and T. chuii resulted in a significant increase in haemolytic complement activity, phagocytic capacity, as well expression level of β-defensin, as well as MHCIIα and CSF-1R, respectively. The P. tricornutum-supplemented diet provoked immunostimulation, and very little effect on gene expression was observed. These results suggest that dietary microalgae enhance gilthead seabream defence activity, which could be very important in order to consider such microalgae as a possible additive in fish diets.