This study simulated the effects of direct predatory pressure, indirect predatory pressure, and conspecific injury signals on the sea cucumber (Apostichopus japonicus) to determine changes in the activity of immune defense enzymes (lysozyme, acid phosphatase, alkaline phosphatase) and antioxidant stress enzymes (catalase, superoxide dismutase, malondialdehyde). Samples of sea cucumber juveniles were collected at 3 hours, 12 hours, 72 hours, and 96 hours post-predatory stress, and six enzymes related to immune defense and antioxidant stress were selected for activity assays, namely lysozyme (LZM), acid phosphatase (ACP), alkaline phosphatase (AKP), superoxide dismutase (SOD), catalase (CAT), and malondialdehyde (MDA). The results indicated that under direct predatory pressure, the activity of catalase in sea cucumbers was significantly higher than that of the control group at 3 hours (P < 0.05), while the activities of acid phosphatase, alkaline phosphatase, and catalase were significantly lower at 72 hours (P < 0.05). Under indirect predatory pressure, the activity of malondialdehyde in sea cucumbers was significantly higher than that of the control group at 12 hours (P < 0.05), the activity of alkaline phosphatase was significantly higher at 72 and 96 hours (P < 0.05), catalase was significantly lower at 72 hours, and the activity of superoxide dismutase was significantly higher at 72 hours (P < 0.05). Under the influence of conspecific injury signals, the activity of malondialdehyde in sea cucumbers was significantly higher than that of the control group at 12 hours (P < 0.05), and the activity of superoxide dismutase was significantly higher at 96 hours (P < 0.05). The sea cucumber enhanced its antioxidant capacity 3 hours after facing the predator, while its immune defense mechanism was suppressed at 72 hours. When facing indirect predatory pressure, the sea cucumber may have made immune and antioxidant preparations for the arrival of unknown risks. The experimental results show that predatory pressure has a significant impact on the immune and antioxidant functions of sea cucumbers, which may be related to the physiological state and environmental adaptability of the sea cucumber. This study provides a new perspective for understanding how sea cucumbers cope with predatory pressure in the natural environment and offers theoretical support for the cultivation management of sea cucumbers.