Simple Summary: The whiteleg shrimp (Penaeus vannamei) is currently the most produced species in aquaculture. However, the species larviculture is frequently associated with sub-optimal growth, high size dispersion, and low survival due to cannibalism and reduced disease resistance to pathogens. There is evidence that dietary additives can stimulate the shrimp immune system, but few studies have focused on the initial developmental stages. Therefore, this study aimed to evaluate the potential beneficial effects of several nutrients/additives (i.e., vitamins C and E, β-glucans, taurine, and methionine) supplemented in microdiets for whiteleg shrimp post larvae. The additives tested had no effect on growth performance and survival, but results suggest that vitamins C and E and β-glucans may impact the shrimp post-larvae antioxidant capacity and robustness, especially when coupled together. These findings suggest that tailored diets including these health-promoting additives may address some of the larviculture problems and may contribute to the success of whiteleg shrimp farming in the long term, affecting the downstream production of high-quality juveniles and adults. Dietary additives have the potential to stimulate the whiteleg shrimp immune system, but information is scarce on their use in diets for larval/post-larval stages. The potential beneficial effects of vitamins C and E, β-glucans, taurine, and methionine were evaluated. Four experimental microdiets were tested: a positive control diet (PC); the PC with decreased levels of vitamin C and E as negative control (NC); the PC with increased taurine and methionine levels (T + M); and the PC supplemented with β-glucans (BG). No changes in growth performance and survival were observed. However, post-larvae shrimp fed the NC had lower relative expressions of pen-3 than those fed the PC, suggesting that lower levels of vitamins C and E may impact the shrimp immune status. Lipid peroxidation levels dropped significantly in the BG compared to the PC, indicating that β-glucans improved the post-larvae antioxidant mechanisms. Furthermore, when compared with the NC diet, PL fed with BG showed significant increases in tGSH levels and in the relative expression of crus and pen-3, suggesting a synergistic effect between vitamins C and E and β-glucans. Amongst the additives tested, β-glucans seems to be the most promising even when compared to a high-quality control diet. [ABSTRACT FROM AUTHOR]