Several eco‐friendly natural substances can enhance the shrimp immune defence system therby acting as a prophylactic agent in feed additives. Agents such as (1, 3)‐(1, 6)‐D β‐glucan and complex mannan‐oligosaccharides located in yeast cell walls present such immunomodulatory and potential prebiotic properties. The aim of our study was to evaluate the effect of a commercial yeast cell wall extract (YCW) on shrimp performance and health status, and influence on gut microbiota. Juvenile Penaeus vannamei (Boone, 1931) were raised at an intensive shrimp farm and fed with two different diet inclusions levels of YCW, that is, 0.5% and 1.0%, in addition to a yeast free control group. After 102 days, animals were sampled, and standard nutrition performance parameters were measured. Additionally, the phylogenetic profile and composition of shrimp gut microbiota were evaluated. Animal performance, including growth and survival, was significantly better on animals fed with YCW than the control group. Furthermore, beneficial bacteria phylotypes were stimulated by the presence of YCW, positively modulating the gut microbiota, with emphasis on 1.0% YCW treatment. Therefore, YCW can be regarded as a prophylactic functional agent in the intensive rearing of juvenile P. vannamei thus improving animal performance and contributing to a healthy intestinal microbiota.