A microencapsulated feed additive composed by garlic, carvacrol and thymol essential oils (EOs) was evaluated regarding its protective effect in gills parasitized by Sparicotyle chrysophrii in Sparus aurata. A nutritional trial (65 days) followed by a cohabitation challenge with parasitized fish (39 days) were performed. Transcriptomic analysis by microarrays of gills of fish fed the EOs diet showed an up-regulation of genes related to biogenesis, vesicular transport and exocytosis, leukocyte-mediated immunity, oxidation-reduction and overall metabolism processes. The functional network obtained indicates a tissue-specific pro-inflammatory immune response arbitrated by degranulating acidophilic granulocytes, sustained by antioxidant and anti-inflammatory responses. The histochemical study of gills also showed an increase of carboxylate glycoproteins containing sialic acid in mucous and epithelial cells of fish fed the EOs diet, suggesting a mucosal defence mechanism through the modulation of mucin secretions. The outcomes of the in vivo challenge supported the transcriptomic results obtained from the nutritional trial, where a significant reduction of 78% in the abundance of S. chrysophrii total parasitation and a decrease in the prevalence of most parasitic developmental stages evaluated were observed in fish fed the EOs diet. These results suggest that the microencapsulation of garlic, carvacrol and thymol EOs could be considered an effective natural dietary strategy with antiparasitic properties against the ectoparasite S. chrysophrii.