This study evaluated the effects of dietary supplementation with Chlorella peruviana on growth, hematology and innate immune response of rainbow trout Oncorhynchus mykiss fingerlings. Two thousand four hundred rainbow trout fingerlings (0.57 ± 0.13 g and 3.72 ± 0.25 cm) were used and randomly distributed in 12 tanks at densities of 200 fingerlings per tank. Four treatments were evaluated with three replicates each: one control diet (0 g kg−1) and three graded levels of Chlorella peruviana at 2.5, 5.0 and 7.5 g kg−1, for 107 days. By means of an analysis by polynomial orthogonal contrasts it was determined that dietary supplementation with C. peruviana significantly affected, specific growth rate (SGR) and serum lysozyme levels, which showed a linear order polynomial (LOP), while weight gain (WG), condition factor (K), leukocytes, lymphocytes number and complement activity levels (ACH50) showed a cubic order polynomial (COP), with optimal levels of 2.80–3.6 g kg−1. And in regards to effect in feed conversion ratio (FCR), hemoglobin, hematocrit, red blood cell (RBC), mean corpuscular volume (MCV) and mean corpuscular hemoglobin concentration (MCHC) was best explicated by second order polynomial (SOP), which the optimal supplementation level of C. peruviana was estimated at 4.50, 3.69, 3.67, 5.0, 3.70 and 3.79 g kg−1 respectively. Inclusion of C. peruviana in diet of rainbow trout fingerlings improved the growth, physiological parameters and innate immune system, so that the supplementation in diets would have benefit for productive efficiency and resistance to bacterial infection. Thus, the results suggest that the optimal level of C. peruviana in the diet of rainbow trout is between 3.6 and 5.0 g kg−1.