This study aimed to investigate the effects of dietary melatonin supplementation on growth and diurnal non-specific immunity, antioxidant capacity, digestive enzyme activities, and circadian clock-related gene expression in crayfish (Procambarus clarkii). A total of 500 healthy juvenile crayfish (6.68 ± 0.31 g) were randomly distributed into five groups with four replicates each and fed five different diets supplemented with melatonin at 0, 25, 50, 75, and 100 mg/kg for 60 days. The results indicated that dietary supplementation of 50 mg/kg melatonin significantly increased the weight gain rate (WGR), specific growth rate (SGR), and survival rate (SR) of juvenile Procambarus clarkii. However, no significant differences were observed in the hepatosomatic index (HSI), meat yield, and condition factor (p > 0.05). When the dietary melatonin level was 50 mg/kg, the activities of LZM and ALP in the hemolymph of Procambarus clarkii were higher than the levels at both 15:00 and 03:00, while the activities of AST and ALT remained at lower levels during these two time points. It also significantly upregulated the mRNA expression levels of Clock, Per1, Cry1, Tim1, and Tim2 in the hepatopancreas (p < 0.05). Furthermore, dietary melatonin at 50 mg/kg significantly reduced the activities of alanine aminotransferase (ALT) and aspartate aminotransferase (AST), as well as the malondialdehyde (MDA) content across day and night (p < 0.05). No significant differences were found in acid phosphatase (ACP) at 15:00, alkaline phosphatase (ALP), and amylase (AMS) activities in the hepatopancreas and intestine at 3:00 among the groups (p > 0.05). At 15:00, supplementation with 50 mg/kg significantly upregulated Bmal1 mRNA expression (p < 0.05). Melatonin supplementation at 50–75 mg/kg resulted in significantly higher levels of TP, LZM, ALP, and CAT activities, as well as significantly higher mRNA expression of Clock, Bmal1, Cry1, Per1, Tim1, and Tim2 in the hepatopancreas at 3:00 compared to 15:00 (p < 0.05), with the opposite trend observed for MDA content (p < 0.05). No significant differences were found in ACP, ALT, and AST activities between 3:00 and 15:00 among the groups (p > 0.05). Thus, dietary supplementation of 50 mg/kg melatonin could promote the growth of juvenile Procambarus clarkii, enhance their non-specific immunity and antioxidant capacity during both day and night, increase the activities of digestive enzymes in the hepatopancreas and intestine, and regulate the expression of circadian clock-related genes.