Feeding trials were carried out to determine the effects of Cu supplementation in Artemia on growth, antioxidant enzyme activity, and osmotic stress tolerance of the Chinese mitten crab (Eriocheir sinensis) larvae. The crab at zoea stage 3 were fed with 4 types of Artemia nauplii enriched with 0 mg Cu/mL (control), 0.1 mg Cu/mL (treatment 1), 0.2 mg Cu/mL (treatment 2), and 0.4 mg Cu/mL (treatment 3), respectively. Although Cu enrichment did not enhance the survival rate significantly, crab megalopa fed Artemia in treatments 1 and 2 showed greater body weight and larval stage index than those in the control group. The levels of Cu in Artemia affected significantly the crude lipid content and major fatty acid composition in megalopa. The superoxide dismutase and catalase activity of the megalopa in treatment 3 were greater than those in the meglopa fed Artemia enriched with other levels of Cu. The ability to tolerate salinity stress in megalopa in treatments 1 and 2 was also improved in comparison with the control and treatment 3 groups. This study demonstrates that the level of Cu at 33–52 µg/g dry matter in A. nauplii is required to improve the growth, salinity tolerance, and antioxidant ability of E. sinensis larvae.