Three marine macroalgae, i.e., Grateloupia filicina, Ulva pertusa and Sargassum qingdaoense, were selected as the deputies of Rhodophyta, Chlorophyta and Ochrophyta for comparative analysis of the molecular structures and biological activities of sulfated polysaccharides (SP). The ratio of water-soluble polysaccharides, the monosaccharide composition and the sulfated contents of three extracted SPs were determined, and their structures were characterized by Fourier transformation infrared spectroscopy. In addition, biological activity analysis showed that all three SPs had immune-modulatory activity both in vitro and in vivo, and SPs from S. qingdaoense had the best effect. Further bioassays showed that three SPs could not only enhance the immunity level stimulated by inactivated avian influenza virus (AIV) in vivo but also significantly inhibited the activity of activated AIV (H9N2 subtype) in vitro. G. filicina SP exhibited the strongest anti-AIV activity. These results revealed the variations in structural features and bioactivities among three SPs and indicated the potential adjuvants for immune-enhancement and anti-AIV.