Juvenile giant grouper (Epinephelus lanceolatus) were fed experimental diets with one of seven levels of vitamin E (all-rac-α-tocopherol) (0, 7.5, 15, 30, 60, 120 and 240 mg/kg diet) for 12 weeks to investigate the dietary requirement and their effects on phagocytic, respiratory burst and leukocyte proliferative activities. Significant differences (p < 0.05) in growth, survival rate and muscle TBARS (thiobarbituric acid-reactive substance) were observed among the dietary treatments. Enhanced growth was observed when the diets supplemented with vitamin E, indicating that the vitamin E was requirement for grouper. When fish fed diet with vitamin E greater or equal to 15 mg /kg, phagocytic and proliferative activities of head-kidney leukocytes were significantly enhanced. However, the supplemented vitamin E did not have effects on respiratory burst activity of head-kidney leukocytes. Weight gain analyzed by broken-line model indicated that the optimum vitamin E concentration for juvenile giant group was 46 mg/kg in diet with lower and upper 95% confidence levels on 32.1 and 59.9 mg/kg, respectively.