Low growth and survival rates (SRs) are common challenges confronted in cultivation of sea cucumbers, particularly during juvenile stage. Given the significance of feed components in aquaculture, it is essential to explore various additives in formulated feed for juvenile sea cucumber Stichopus monotuberculatus. In this study, juveniles were fed a basal diet supplemented with 500 mg/kg of tea powder, 100 mg/kg of allicin, 20 mL/kg of probiotics, and 100 mL/kg of earthworm hydrolysate (EH) over a 56-day feeding trial. The SRs, growth performance, nonspecific immunity, antioxidant activity, nutrient composition, and digestive activity of juveniles were evaluated. The results showed that all four feed additives positively affected the digestive ability of S. monotuberculatus. Tea powder, allicin, and probiotics in the diet significantly enhanced the growth performance of the juveniles, while EH exhibited a beneficial impact on the nutrient accumulation. Additionally, tea powder and allicin were found to enhance immune responses. Therefore, this study provided insights into how feed additives affect growth, digestibility, and immune responses in aquatic animals, offering valuable information for developing effective dietary strategies for tropical sea cucumbers.