Nutrition is crucial to grow healthy fish particularly in a context of pollution, overcrowding and pathogen risks. Nowadays, the search for food components able to improve fish health is increasingly developing. Here, the influence of four dietary polyunsaturated fatty acids (PUFAs) that are alpha-linolenic acid (ALA, 18:3n-3), linoleic acid (LA, 18:2n-6), eicosapentaenoic acid (EPA, 20:5n-3) and docosahexaenoic acid (DHA, 22:6n-3) on the sensitivity of rainbow trout (Oncorhynchus mykiss) juveniles to environmentally realistic cadmium (Cd, 0.3 μg/L) concentration was investigated. Fish diets were designed to ensure the specific abundance of one of these individual PUFAs, and were given for a 4-week pre-conditioning period followed by a 6-week Cd exposure period. Focus was put on growth performance and immune responses following a short (24 h) and a long-term (6 weeks) Cd exposure. For each experimental condition, some fish were submitted to a bacterial challenge (24 h) with Aeromonas salmonicida achromogenes at the end of Cd conditioning period. DHA-enriched diet improved growth performances as compared to LA-enriched diet, but also increased ROS production (after short-term exposure to Cd) that could lead to a higher inflammation status, and some immunity-related genes (at short and long-term exposure). We notably highlighted the fact that even a low, environmentally-realistic concentration, Cd can strongly impact the immune system of rainbow trout, and that specific dietary PUFA enrichment strategies can improve growth performance (DHA-enriched diet), provide protection against oxidative stress (ALA- and EPA-enriched diet) and stimulate non-specific immunity.