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To develop the intensive breeding technology of the seed of the red swamp crayfish <i>Procambarus clarkii</i>, the survival rates, hatching effects (hatching rate, incubation level, and number of juveniles), and immune performance of ovigerous <i>P. clarkia</i> as well as economic benefits are evaluated under different shelter conditions under a high stocking density in this study. The experimental design includes three different forms of shelter treatments (D1: experiment without any shelters; D2: experiment with closed shelters; D3: experiment with open shelters), each with three replicates. The results show that the concentration of the total antioxidant capacity (T-AOC) and activities of phenoloxidase (PO), catalase (CAT), and acid phosphatase (ACP) in the D3 treatment are higher than those in the D1 treatment (all <i>p</i> < 0.05), with the highest concentrations of total antioxidant capacity (T-AOC) and malondialdehyde (MDA) and the highest activities of phenoloxidase (PO), superoxide dismutase (SOD), catalase (CAT), acid phosphatase (ACP), and alkaline phosphatase (AKP) among the treatments being present in the ovigerous <i>P. clarkii</i> in the D3 treatment. The hatching rates of the three treatments vary from 69.51% to 94.28%, with the highest rate found in the D3 treatment and the lowest in the D1 treatment, but there is no significant difference among them (<i>p</i> > 0.05). The highest incubation level (ind.·m⁻²) and the highest number of juveniles (ind.·m⁻²) among treatments are found in the D3 treatment, with the incubation level (ind.·m⁻²) in the D3 treatment being significantly higher than that in the D1 treatment (<i>p</i> < 0.05). The benefit–cost ratios (BCRs) of the D2 and D3 treatments remain significantly higher than that of the D1 treatment when <i>P. clarkii</i> prices change (all <i>p</i> < 0.05). Our results indicate that a high stocking density habitat with open shelters could effectively improve the hatching and immune performance of ovigerous <i>P. clarkii</i>. Our findings are relevant for the indoor aquaculture management of ovigerous <i>P. clarkii</i>.