The purpose of this study was to explore the effects of adding different levels of yeast cell wall to the diet on growth performance, immunity and gastrointestinal tract development of weaned lambs. In the experiment, forty-eight lactating lambs with similar age and initial body weight and good growth conditions were selected and randomly divided into 4 groups with 3 replicates per group and 4 lamps per replicate. The amount of yeast cell wall added to each group of diet was 0 (group Ⅰ), 0.25% (group Ⅱ), 0.50% (group Ⅲ) and 0.75% (group Ⅳ), and the test period was 60 days. The results showed that the average daily gain (ADG) was the largest and the feed/gain (F/G) was the lowest in group Ⅲ; the ADG of group Ⅲ was increased by 23.6% (P<0.05), and the F/G was decreased by 33.3% compared with group Ⅰ (P<0.05). The contents of serum immunoglobulin A (IgA) and immunoglobulin G (IgG) of group Ⅲ were significantly increased compared with group Ⅰ (P<0.05); the contents of serum interleukin-2 (IL-2), interleukin-4 (IL-4) and interleukin-1β (IL-1β) of groups Ⅲ and Ⅳ were significantly increased compared with group Ⅰ (P<0.05); the content of serum tumor necrosis factor-α (TNF-α) of group Ⅳ was increased by 17.9% and 24.8% compared with groups Ⅰ and Ⅲ (P<0.05), respectively. The rumen papilla length of group Ⅲ was increased by 24.5%, 14.7% and 24.5% compared with groups Ⅰ, Ⅱ and Ⅳ (P<0.05), respectively, and the rumen papilla width was increased by 24.5% compared with group Ⅰ (P<0.05). The ileal villus height of group Ⅲ was increased by 19.0% and 18.2% (P<0.05), and the ileal muscle thickness was increased by 32.7% and 22.9% compared with groups Ⅰ and Ⅱ (P<0.05), respectively. The duodenal villus height of group Ⅳ was increased by 46.8% and 31.3% compared with groups Ⅰ and Ⅱ (P<0.05), respectively. The duodenal crypt depth of group Ⅲ was increased by 29.4% and 20.5%(P<0.05), and the duodenal muscle thickness was increased by 76.9% and 59.9% compared with groups Ⅰ and Ⅱ (P<0.05), respectively. In conclusion, adding yeast cell wall to the diet can enhance the immunity, change the gastrointestinal tract morphology, and improve the growth performance of weaned lambs. In this experiment condition, the suitable additive amount of yeast cell wall to the diet of weaned lamb should be 0.50%.