A 4-week growth trial was conducted to compare the effects of different feeding strategies of dietary immunostimulants on the growth, immunity and resistance against Vibrio splendidus of sea cucumbers Apostichopus japonicus (Selenka). Six feeding strategies were set, including feeding immunostimulants-free diet continuously (control), feeding dietary β-glucan (1.25 g kg−1 diet) continuously, feeding dietary mannan-oligosaccharides (MOS; 2.00 g kg−1 diet) continuously, feeding β-glucan 2 days followed by MOS 5 days alternately, feeding β-glucan 5 days followed by MOS 2 days alternately and feeding β-glucan 7 days followed by MOS 7 days alternately. The sea cucumbers fed immunostimulants showed higher specific growth rate (SGR) and lower cumulative mortality than control (P < 0.05). When sea cucumbers were fed with β-glucan continuously, total coelomocytes counts and superoxide anion were significantly higher than control on the 4th day (P < 0.05). However, these two immune parameters were not significantly higher than those in control after the 18th day (P > 0.05). While sea cucumbers continuously fed MOS, these two immune parameters were not significantly higher than control until the 15th day. All immune parameters of the sea cucumbers fed with β-glucan and MOS alternately were significantly higher than those in control during the experiment (P < 0.05). The sea cucumbers fed with β-glucan 7 days followed MOS 7 days alternately showed the highest SGR and second lowest cumulative mortality. It was suggested that this feeding strategy is most suitable for sea cucumbers.