Juveniles fed a diet containing a low or a high level of highly unsaturated fatty acids (HUFA) for 38 days were exposed to handling stress. In a first experiment, stress was applied daily for 30 days, after which the physiological and immunological variables were measured, whereas in a second experiment, stress was applied once and samples were obtained 1 and 24 h after the stressor event. Shrimp that were stressed for 30 days showed significantly lower survival, final weight and feed consumption compared with unstressed shrimp. The concentration of the high-density lipoprotein beta-glucan-binding protein was significantly higher in shrimp fed the high-HUFA diet. The glucose concentration in the haemolymph was significantly higher in long-term stressed shrimp compared to controls. The lactate level in the haemolymph was significantly lower in shrimp fed the high-HUFA diet. Lactate and glucose in the haemolymph increased in the 1-h stressed shrimp, but returned to normal levels in 24-h stressed shrimp. A negative effect of repeated-handling stress applied for 30 days was mainly observed on biological performance, whereas the single-stressor event had a more pronounced effect on shrimp physiological and immune responses measured 1 and 24 h after the stressor. A beneficial role of enrichment with HUFA on tolerance to handling stress was observed on immune response capacity.