This study highlighted the effects of chronic chlorpyrifos (CPF) exposure on Nile tilapia (Oreochromis niloticus) and the benefits of using dietary Chlorella vulgaris (Ch) to ameliorate CPF-induced toxicity. Genes encoding antioxidant enzymes and stress-responsive proteins in the liver as well as cytokine expression in the spleen and head kidney were evaluated in O. niloticus fed with a basal diet or diets containing 1, 2, and 3% of supplementary Ch against 15 mg/L CPF at 4 and 8 weeks. CPF-exposed groups displayed a notable induction in the hepatic expression of heat shock protein 70/hsp70, glutathione peroxidase/GPx, and glutathione synthase/GSS, while glutathione reductase/GSR was markedly decreased. The mRNA levels of interleukin 1β/IL-1β, TNF-α, transforming growth factor β1/TGFβ1, and interleukin 8/ IL-8 in the spleen and head kidney increased significantly after CPF exposure. Interestingly, Ch supplementation, particularly at levels 2 and 3%, was able to modulate the stress and immune-related genes of Nile tilapia sub-chronically exposed to CPF. These outcomes provide valuable insights regarding the toxic impact of chronic exposure to CPF in fish at the molecular level and a better understanding of the Ch dietary vital roles. Besides, our findings encourage adequate monitoring of pesticide levels owing to its impacts on fish health and human as a final consumer.