A feeding trial was conducted to determine the interactive effects of vitamin C (ascorbic acid, AsA) and E (α‐tocopherol, α‐Toc) supplementation with dietary oxidized fish oil (OFO) on the growth performance, whole‐body AsA, and α‐Toc concentrations and fatty acid composition of juvenile sea cucumber. In a 9‐wk feeding trial, juveniles (average weight: 0.6 ± 0.1 g) were cultured in twenty‐four 50‐L tanks (30 juveniles per tank) in triplicate, and fed with eight test diets containing two levels of OFO (8.9 and 156.9 meq/kg) with varying levels of vitamin C (500 and 1000 mg AsA equivalents/kg diet) and E (100 and 200 mg α‐Toc equivalents/kg diet) supplementation, respectively. Body weight gain of sea cucumber was significantly reduced by dietary OFO, while mortality and whole‐body thiobarbituric acid‐reactive substances value were increased significantly. Increasing dietary vitamin C and E levels significantly increased whole‐body α‐Toc and AsA concentrations, respectively. A high level of vitamin E combined with OFO led to consumption of AsA. Even with supplementation of a large dose of vitamin C and/or E in diets, growth performance could not be improved, probably due to the high levels of vitamins in the control diets.