This study aimed to evaluate the effects of polysaccharide from Enteromorpha prolifera (PEP2) on the non-specific immune responses of sea cucumber. The non-specific humoral and cellular responses were determined, and sea cucumbers were challenged by Vibrio splendidus. The results indicate that PEP2 had no significant effect on the total coelomocyte counts. Both phagocytic capacity and respiratory burst activity were significantly increased by PEP2. Among the humoral responses, the activities of acid phosphatase, catalase and superoxide dismutase of sea cucumber were significantly enhanced by PEP2. However, no difference in alkaline phosphatase activity was observed between the experimental and control groups. In the challenge test, we found that PEP2 decreased the mortality rate of sea cucumbers and enhanced their resistance to V. splendidus. Thus, PEP2 could enhance the non-specific immune activity of sea cucumbers. PEP2 exhibited potent immunomodulatory properties and can be explored as a novel potential immunostimulant of sea cucumber.