The substitution of fish resources as ingredients for aquafeeds by those based on vegetable sources is needed to ensure aquaculture sustainability in the future. It is known that Senegalese sole (Solea senegalensis) accepts high dietary content of plant ingredients without altering growth or flesh quality parameters. However, scarce information is available regarding the long-term impact of vegetable diets (combining the inclusion of both vegetable protein and oils) on the stress response and immunity of this fish species. This study aims to evaluate the concomitant effect of the extended use of vegetable protein-based diets with fish oil (FO) replacement (0, 50 or 100%) by vegetable oils (VO), on the response to acute (10 min) or prolonged (4 days) stress, induced by thermal shock. Plasma levels of cortisol, glucose and lactate as well as hepatic levels of glucose, glycogen and lactate were evaluated as primary and secondary responses to stress, 6 and 18 months after feeding the experimental diets (6 and 18 MAF). The brain monoaminergic activity in telencephalon and hypothalamus, and non-specific immune parameters were also evaluated. As expected, thermal shock induced an increase in values of plasma parameters related to stress, which was more evident in acute than in prolonged stress. Stress also affected lactate levels in the liver and the values of the alternative complement pathway-ACH50 in the plasma. Dietary substitution of FO induced an effect per se on some parameters such as decreased hepatic glucose and glycogen levels and peroxidase activity in plasma as well enhanced serotonergic activity in brain of non-stressed fish. The results obtained in some parameters indicate that there is an interaction between the use of vegetable diets with the physiological response to thermal stress, as is the case of the hepatic lactate, serotonergic neurotransmission in brain, and the activity of ACH50 in plasma. These results suggest that the inclusion of VO in plant protein based diets point to a slightly inhibited stress response, more evident for an acute than a prolonged stress.