To understand the intestinal microbial diversity and community structure of bighead carp (Aristichthys nobilis) under different feeding strategies, 39 fish from three groups (A: 9 fish, natural live food only; B: 15 fish, natural live food + fish formulated feeds; C: 15 fish, natural live food + fish formulated feed + lactic acid bacteria) were obtained for the high throughput 16S rRNA gene sequencing. We first examined five non-specific immunity indications of the carp—lysozyme (LZM), catalase (CAT), glutathione reductase (GR), glutathione peroxidase (GSH-PX), and superoxide dismutase (SOD). Interestingly, the composition of gut microbiota and related non-specific immune indices were affected by the feeding treatment of the bighead carp. Notably, all enzyme activity indexes were significantly different (p < 0.01) in the spleen and three enzyme activity indexes (LZM, GSH-PX, and SOD) had significant differences in the hepatopancreas (p < 0.001) of the carp from the three groups. The 16S rRNA gene sequencing showed higher diversity in groups B and C. Compared to group A, the relative abundance of Actinobacteria increased significantly and the relative abundance of Proteobacteria and Firmicutes decreased significantly in groups B and C at the phylum level. Functional analysis revealed the association between non-specific immune indicators and import genera in the hepatopancreas and spleen of bighead carp. This study provides new insights into the gut microbiomes and non-specific immune of bighead carp.