© 2019 Elsevier Ltd The immune response of commercially relevant marine invertebrates has been extensively studied, in search of new disease-control strategies. Immune training is considered a novel approach that could help improve resistance to different pathogens. Here, we stimulated the white shrimp (Litopenaeus vannamei) during embryo development by exposure to heat-killed bacteria and evaluated their effect on hatching, larval development, and the expression of immune-related genes. In addition, we evaluated its impact on the response of shrimp nauplii during a challenge with Vibrio parahaemolyticus. We observed that the percentage of hatching and the resistance to bacterial infection increased due to the treatment of embryos with heat-killed cells of Vibrio and Bacillus. Apparently different stimuli could generate a differential pattern of gene expression, e.g., Vibrio induced a strong effector immune response whereas Bacillus elicited a protective immune profile. In addition, each response was triggered by molecular patterns detected in the environment. The results obtained in this study provide new insights for immune training to improve shrimp farming.