Eriocheir sinensis is an important aquaculture species in China, and its yield and quality are threatened by oxidative stress caused by deteriorating water conditions. Reduced glutathione (GSH) is an endogenous antioxidant, but whether dietary GSH can increase the resistance of E. sinensis to environmental stress remains unclear. Therefore, in this study, crabs were fed with dietary GSH (0, 300, 600, 900, and 1200 mg/kg diet weight) for up to 10 weeks to determine the effects of different dietary GSH concentrations on growth, antioxidant capacity, and immunity of E. sinensis. The results showed that the weight gain rate and survival rate increased significantly as dietary GSH levels increased from 0 to 900 mg/kg, but decreased at 1200 mg/kg. Compared with the control group, the diet supplemented with 900 mg/kg GSH not only increased the concentration of GSH in the haemolymph and hepatopancreas, but also enhanced the activity of glutathione peroxidase (p < 0.05). Diets supplemented with 600 or 900 mg/kg GSH significantly increased the enzymes activities of superoxide dismutase (SOD), lysozyme (LZM), alkaline phosphatase, and acid phosphatase, and significantly decreased the content of malondialdehyde. To understand the changes in the activity of these enzymes further, the expression of related genes was detected. Diets supplemented with 600 or 900 mg/kg GSH significantly upregulated the genes expressions of cytosolic manganese SOD, mitochondrial manganese SOD, copper, zinc-SOD, GSH-Px, LZM, and prophenoloxidase activating factor, and significantly down regulated the expression of Toll-like receptor 1, Toll-like receptor 2, Dorsal, and the myeloid differentiation factor 88. However, a diet supplemented with 1200 mg/kg GSH decreased those positive indicators. Overall, our results demonstrated that an appropriate diet supplemented with 600 or 900 mg/kg GSH enhances antioxidant capacity and immunity, which will enhance the general health of E. sinensis.