Post-weaning diarrhea commonly occurs in piglets and results in significant economic loss to swine producers. Non-antibiotic measures for managing post-weaning diarrhea are critically needed. Duan-Nai-An, a probiotic produced from the yeast fermentation of egg whites, was previously shown to optimize intestinal flora and reduce the incidence of clinical diarrhea in weaning piglets. To study the effects of Duan-Nai-An on mucosal integrity and immunity in pig intestine, we examined the microstructure and ultrastructure of the intestines of weaned pigs with or without Duan-Nai-An as a feed supplement. The piglets of the Duan-Nai-An-fed group developed intestines with intact columnar epithelia covered by tightly packed microvilli on the apical surface. However, piglets of the control group (no supplement) showed villous atrophy and thinning, microvillus slough, and in the severe cases, damage of intestinal epithelia and exposure of the underlying lamina propria. Moreover, piglets of the Duan-Nai-An-fed group showed apparent plasmocyte hyperplasia, increased lymphoid nodule numbers, well-developed Peyer's Patchs, and apparent germinal centers. The lymphoid tissues of the control group were far less developed, showing lymph node atrophy, lymphocyte reduction, degeneration, and necrosis. These results indicate that Duan-Nai-An improves the development of the intestinal structures and lymphoid tissues and promotes intestinal health in weaned piglets.