The effects of dietary β-glucan on innate immune responses have been shown in a number of different vertebrate species. However, there is conflicting information about the period of administration (shorter vs. longer), and it is also unclear to what extent β-glucan's effects can be observed post-treatment in fish. Thus, we fed Nile tilapia for 0 (control group; 45 days of control diet), 15 (30 days of control followed by 15 days of β-glucan), 30 (15 days of control followed by 30 days of β-glucan) or 45 days with a diet containing 0.1% of β-glucan (MacroGard®). We evaluated the growth performance at the end of the β-glucan feeding trial and the innate immune function immediately after the feeding trial and 7 and 14 days post-feeding trial. In addition, at day 10 post-feeding trial, we assessed the tilapia's resistance against a bacterial infection. No significant differences were observed in growth performance between the groups; however, fish fed with β-glucan for 30 and 45 days had higher (approx. 8%) relative weight gain compared to the control. Regardless of the administration period, fish fed with β-glucan had higher innate immune responses immediately after the feeding trial such as lysozyme activity in plasma, liver and intestine and respiratory burst compared to the control, and in general these differences were gradually reduced over the withdrawal period (up to 14 days). No differences were observed in the plasma hemolytic activity of the complement or myeloperoxidase activity in plasma or intestine. Moreover, fish from the control group had early mortalities (2 vs. 4–5 days post-infection, respectively) and a lower survival rate (60 vs. 80%, respectively) compared to fish fed with β-glucan for 15 or 30 days, and, interestingly, fish fed for 45 days with β-glucan had no mortality. This study indicates that regardless of the administration period (i.e., 15 up to 45 days), the β-glucan improved the innate immune responses and the tilapia's resistance to disease, and this protection could be observed up to 10 days post-feeding trial, adding in vivo evidence that β-glucan may contribute to a trained innate immunity. Additionally, we showed that a longer period of administration did not cause immunosuppression as previously hypothesized but promoted further growth and immune performance. These findings are relevant to the aquaculture industry and demonstrate that a longer β-glucan feeding protocol may be considered to achieve better results.