The study investigated the anti-oxidant, anti-inflammatory, immunity, and gut microbiota modulation in mice (n = 60; 15 mice/group) after intragastric administration of walnut oil (WO; three groups (low (LD), medium (MD), and high doses (HD): 2.5, 5, and 10 ml/kg, respectively) and normal control (NC, saline). WO significantly increased the median villous height/crypt depth (VH/CD) ratio, the activities of superoxide dismutase (SOD), and glutathione peroxidase (GSH-Px) in intestinal mucosa. WO exerted the anti-inflammatory effects by decreasing the expression of tumor necrosis factor-α (TNF-α) in the duodenal mucosa. All groups shared 157 operational taxonomic units (OTUs; 97% similarity) representing nine phyla. The relative abundance in gut microbiota shifted from more pathogenic bacteria-Helicobacter (NC: 22% versus MD: 3%) toward probiotic-Lactobacillus (NC: 19% versus MD: 40%). The immune organ index (spleen) and contents of secretory immunoglobulin A (S-IgA) were increased from small intestine. In conclusion, WO decreased the oxidative stress, inflammation, and improved the immunity and beneficial gut microbiota in the mice. PRACTICAL APPLICATIONS: Walnut oil (WO) is widely used in traditional medicine around the world and is prescribed as beneficial food oil in agro-industry. However, the intestinal benefits of WO have not been explored extensively, and even its therapeutic mechanism still remains unknown in modern medicine. In this study, WO from Juglans sigillata was investigated for its preventive and protective effects on the intestinal mucosa in mice including anti-oxidant, anti-inflammatory, immunity, and gut microbiota modulation. WO decreased the oxidative stress, inflammation, and improved immunity and beneficial gut microbiota in the mice. WO has shown strong probiotic effect on the gut, and thus, can be considered as a potential candidate in food. The study outcome would enhance utilization of WO for the prevention of gastrointestinal diseases (e.g., Helicobacter, etc.) both in animals and human (inflammatory bowel diseases, IBD) and the formulation of functional foods.