Our experiment was to detect the effects of 25-hydroxycholecalciferol (25OHD3) on antioxidant capacity, immune status and gut health of broilers under lipopolysaccharide (LPS) challenge. In total, 108 male Arbor Acre broilers (48.5 ± 0.4 g) were allotted to three treatment groups containing six replicates for each group with six birds per replicate: (1) corn-soybean basal diet + injection of sterile saline (CON group); (2) corn-soybean basal diet + an injection of LPS (LPS group); (3) corn-soybean basal diet with 50 μg/kg 25OHD3 + injection of LPS (LPS + 25-D group). At the end of the experiment, birds were intraperitoneally injected with LPS in the LPS and LPS + 25-D groups based on the dosage of 5.0 mg/kg BW, or the equivalent volume of 0.9% sterile saline in the CON group. At 4 h postinjection, blood samples, jejunal and ileal tissues and cecal digesta were collected to analyze blood antioxidant capacity, intestinal barrier function and microbiota. The results showed that broilers challenged with LPS had significantly higher BW loss than the CON group, and 25OHD3 alleviated BW loss induced by the LPS challenge. 25OHD3 alleviated the LPS-induced decline (p < 0.05) in serum activities of superoxide dismutase (SOD) and immunoglobulin G (IgG), as well as prevented the LPS-induced increase (p < 0.05) in serum content of tumor necrosis factor-α (TNF-α). 25OHD3 significantly increased villus height in the jejunum and the relative mRNA abundance of Occludin in the jejunum and ileum, as well as prevented the LPS-induced increase in the jejunal content of interferon-γ (IFN-γ) compared with the LPS group. Compared with the LPS group, 25OHD3 significantly increased Lactobacillus abundance and decreased Lachnoclostridium abundance in the cecal digesta, as well as had the potential to enhance metabolite contents including propionate, isobutyrate, butyrate and total SCFA. The correlation analysis revealed that BW loss and serum contents of TNF-α, IL-1β and D-lactate were positively correlated with Lachnoclostridium and negatively correlated with Lactobacillus (p < 0.05). Overall, 25OHD3 partially improves the antioxidant status, immunity, intestinal barrier and microbial composition of broilers under the LPS challenge.