Shrimp aquaculture is constantly threatened by recurrent outbreaks of diseases caused by pathogenic bacteria of the genus Vibrio. Acute hepatopancreatic necrosis disease (AHPND) is one of the most aggressive vibriosis reported to date in the shrimp industry. AHPND provokes massive mortalities, causing economic losses with strong social impacts. Control of vibriosis requires the application of multifactorial strategies. This includes vibrio exclusion, shrimp microbiota, particularly in the digestive tract, and shrimp health management through immune stimulation. This paper reviews these two strategies for the prophylactic control of vibriosis. First, we describe the devastating effects of AHPND and the cellular and humoral effectors of the shrimp immune system to cope with this pathology. Secondly, the mechanisms of action of probiotics and their positive impacts are highlighted, including their immunostimulant effects and their role in the balance of the shrimp microbiota. Finally, we reviewed immunostimulants and prebiotics polysaccharides that together with probiotics act benefiting growth, feed efficiency and the microbiota of the digestive tract of farmed shrimp.