With the increasing importance of contribution of nutrition and feed science and technology to aquaculture, feed composition affects not only the nutritional status of aquatic animals, but also their immunity and disease resistance, and the former is one of the most important factors in determining the ability of aquaculture animals to resist disease. This paper reviews the major research progress in aquatic animal nutrition and immunity in the last five years, such as multiple essential nutrients (proteins/amino acids, fats, carbohydrates, vitamins, minerals), additives (enzyme preparations, essential oils, immune polysaccharides), fermented feeds, and their effects on immunity and disease resistance. In our opinion, the application of omics and bioinformatics to aquatic animals will facilitate the exploration of the relationships among the nutritional composition of aquaculture feeds, the fish gut flora and the derived metabolites, and provide important technical support for the study of the complicated relationships between nutrition and immunity in fish.