Due to the current low production levels and high price of fish meal, soybean meal has become the best source of protein for replacing fish meal in aquatic feed, as it is rich in crude protein and has a balanced amino acid composition. However, soybeans and their products contain anti-nutritional factors such as trypsin inhibitors, soybean antigen protein, saponins, and oligosaccharides, which cause significant intestinal injury in aquatic animals and are likely to cause intestinal diseases. To maintain the intestinal health of aquatic animals, some functional additives can be added to soybean meal feed to improve intestinal health. Among them, tributyrin (TB), α-ketoglutarate (AKG), and alanyl-glutamine (Ala-Gln) can promote intestinal development and improve intestinal health. This experiment examines the effects of TB, AKG, and Ala-Gln on the growth, digestive enzyme activity, and immune function gene expression of Macrobrachium rosenbergii. Two feeds supplemented with 40% soybean meal and 33.70% peanut meal, respectively, were used as the control groups (named SM group and PM group), while 0.10% and 0.20% TB (TB1 group and TB2 group), 1.00% and 2.00% of AKG (AKG1 group and AKG2 group), 1.00% and 2.00% of Ala-Gln (AGn1 group and AGn2 group) were added to soybean meal feed, respectively, to form 8 kinds of isonitrogenous and isoenergetic feed for M. rosenbergii. A total of 640 M. rosenbergii with an initial weight of (0.10±0.02) g were selected and randomly divided into 8 groups with 4 replicates in each group and 20 tails in each replicate. The trial period was 8 weeks. Compared with the soybean meal group, the TB, AKG, and AGn groups exhibited no significant differences in growth performance, serum superoxide dismutase activity, malondialdehyde content, TOR, or caspase-3 gene expression of M. rosenbergii (P＞0.05). Intestinal and hepatopancreas lipase, trypsin, and α-amylase digestive enzyme activities of the TB, AKG, and AGn2 groups were significantly increased (P＜0.05), and these activities were significantly higher in the AGn2 group than in other experimental groups (P＜0.05). The trypsin activity in the intestine of the AKG2 group was second and was significantly higher than in the other groups (P＜0.05). Although the greatest α-amylase activity in the intestine was seen in the AKG1 group and was significantly higher than that in the other groups (P＜0.05), and the relative expression of caspase-8 was significantly higher in the AKG1 group than in the other groups (P＜0.05), the relative expression of TNF-α was significantly lower in the PM group and the TB group (P＜0.05). The results show that the addition of TB, AKG, and Ala-Gln had no effect on the growth performance and antioxidant function of M. rosenbergii. The addition of TB, AKG, and Ala-Gln can improve digestive enzyme activity and the addition of 2% Ala-Gln significantly improved the activity of digestive enzymes. Soybean meal is more effective than peanut meal for up-regulating the expression of TNF-α. Adding TB can reduce the expression of inflammatory proteins and intestinal cell apoptosis caused by TNF-α in M. rosenbergii.