The purpose of the present study is to provide information on the current state of knowledge regarding the effects of pesticides and antibiotics used in aquaculture on penaeid shrimp, one of the most common aquatic products for human consumption, with a special emphasis on the use of behavioral, physiological, and biochemical response. These include behavior; feeding rate changes; respiration rate, oxygen consumption, and osmoregulation alterations; nucleic acids, protein, and glycogen synthesis; cholinesterase activity inhibition; ATPase activity; and oxidative stress responses. This paper also deals with residues of antibiotics and pesticides in penaeid shrimp. Antibiotics and pesticides used in aquaculture may have adverse effects on treated animals and human consumers health if they are not correctly used. As a complement to the measurement of antibiotic and pesticide residues in tissues, the use of behavioral and biomarker responses can provide more relevant biological information on the potential adverse effects of antibiotics and pesticides on penaeid shrimp health.