The increasing market demands have led the shrimp farming industry to intensify production systems over the last decades. In the past 20 years, shrimp diseases (white spot syndrome virus and acute hepatopancreatic necrosis disease among others) have caused critical economic losses that seriously threaten shrimp farming practices and the sustainability of this industry. In this situation, antibiotics, chemicals, and other therapeutics have been traditionally used to prevent and stop the spreading of contagious infectious diseases. However, their application has several drawbacks, such as the occurrence of antibiotic-resistant strains of pathogens, environmental issues, bioaccumulation and biomagnification of chemical residues in the ecosystem, and raising concerns about food security issues. Thus, the application of functional dietary supplements, including probiotics, prebiotics, and synbiotics, are recommended as safe and sustainable promising alternatives for chemical therapeutics in aquaculture that are being progressively banned. These practical supplements have been proven to strengthen the immune system and enhance disease resistance against infectious diseases. Due to the importance of the subject, in this review study, the efficiency of these additives on several key performance indicators associated to soamtic growth, feed utilization, immune responses and disease resistance of farmed shrimp species is revised and discussed.