An alternative fish feed (ALT) replacing 50% of the fishmeal with poultry byproduct meal and insect meal and total fish oil with microalgae, poultry, and salmon byproducts oils was tested for 300 days on 900 gilthead seabream (Sparus aurata) with an initial body weight of 17.1 ± 1.8 g (mean ± SD) of unselected (REF) and selected (HG) genotypes. Using in situ, histochemistry, and immunohistochemistry techniques, we assessed the immune response by characterizing IgT and IgM immunoglobulins, CD3ε⁺ T lymphocytes, and eosinophilic granular cells (EGCs) along the digestive system. IgT mRNA⁺ cells were concentrated in the second part of the digestive tract, while IgM⁺ predominated in the first and occasionally showed intraepithelial localization. CD3ε⁺ and EGCs were most prominent in the midgut. The diet affected IgT and IgM mRNA⁺ cells mainly in the initial part of the digestive tract. For CD3ε⁺, the diet only affected the initial and final parts, while the ALT diet increased EGC abundance across the middle compartments. Genetic selection had minimal effect on IgT⁺ and CD3ε⁺ cells, affecting only the first compartments. The REF group showed higher IgM⁺ cell abundance in specific regions, while EGCs differed between genotypes, favoring anterior accumulation in HG and ileocecal abundance in the REF group.