Dojo loach (Misgurnus anguillicaudatus) is one of the most important cultured freshwater fish in several East Asian countries. However, a little information is available in its nutritional requirements. Thus, this study was conducted to evaluate the effects of feeding varying levels of dietary protein and lipid on growth, fatty acid composition and antioxidant‐related gene expressions in juvenile loach. Six practical diets at three levels of protein (30%, 40% and 50%) and two levels of lipid (6% and 12%) were fed to loach juveniles (initial weight 0.40 g) in triplicated groups (20 fish per replicated) for a period of 8 weeks. Results showed that regardless of lipid level, body weight gain of fish was significantly increased with incremental dietary protein level. Meanwhile, feed conversion ratio was significantly decreased by dietary protein levels, and the lowest value was observed in fish fed dietary protein levels of 50%, regardless of dietary lipid level. Moreover, the percentage of 22:6n‐3 in viscera was significantly increased by different protein levels. The expression level of catalase was significantly increased with incremental dietary protein level with both lipid levels. Meanwhile, the expression level of hepatic nuclear factor erythroid 2‐related factor 2 (Nrf2) was downregulated with incremental dietary protein level with 6% of lipid level, but the expression was upregulated with incremental dietary protein level with 12% of lipid level. In conclusion, these data suggested that 6% lipid and 50% protein in diet was optimal for loach during early development stage.