Enterocytozoon hepatopenaei (EHP) is a widespread microsporidian parasite that causes chronic, sublethal effects on growth, feed efficiency, and survival in Penaeus vannamei, presenting a major challenge for shrimp aquaculture. This study evaluated the performance of three commercial genetic lines under a controlled EHP challenge using feces–top-coated feed to simulate natural transmission while maintaining consistent exposure. All lines performed similarly in unchallenged control tanks. Following EHP exposure, however, Line C consistently outperformed Lines A and B, exhibiting higher survival, greater growth, improved feed conversion ratio (FCR), and delayed pathogen proliferation. At 28 days post-infection, Line C achieved 90.00 ± 1.99% survival, 5.80 ± 0.34 g weight gain, and an FCR of 1.26, whereas Lines A and B showed significantly lower survival (45.19–53.65%) and reduced growth. Quantitative PCR analyses revealed differences in early infection dynamics among lines, with evidence of suppressed early pathogen replication in Line A, suggesting multiple tolerance-related responses. Further research is warranted to elucidate host mechanisms that delay infection and preserve hepatopancreatic function in tolerant lines. This delay in disease progression enabled biomass accumulation prior to full EHP impact. Under commercial production conditions, the level of tolerance observed in this study would be expected to reduce production losses and provide measurable economic benefits to farmers. Overall, these findings demonstrate substantial genetic variation in tolerance to chronic EHP infection and underscore the potential of selective breeding to enhance EHP tolerance in shrimp aquaculture.