The poultry industry needs alternatives to antibiotics, as there are growing public concerns about the emergence of antimicrobial resistance owing to antimicrobial use in animal production. We have reported that the administration of neonatal chicks with synthetic DNA oligodeoxynucleotides containing unmethylated cytosine guanine dinucleotide (CpG) motifs (CpG-ODN) can protect against bacterial pathogens in chickens. The objective of this study was to compare the immunoprotective effects of CpG-ODN and probiotics against Escherichia coli infection vs. commonly used therapeutic antibiotics. Day-old broiler chicks were divided into five groups (n = 35/group; 30 for the challenge experiment and 5 for the flow cytometry analysis). The chicks in Group 1 received a single dose of CpG-ODN by the intramuscular route on day 4 (D4) posthatch (PH), and Group 2 received drinking water (DW) with a probiotic product (D1–D15 PH, DW). The Group 3 chicks received tetracycline antibiotics during D9–D13 in DW; the Group 4 chicks got sodium sulfamethazine on D9, D10, and D15 PH in DW; and the Group 5 chicks were administered intramuscular (IM) saline D4 PH, DW. We challenged all the groups (n = 30/group) with E. coli (1 × 105 or 1 × 106 colony-forming units/bird) on D8 PH through the subcutaneous route. Our data demonstrated that the CpG-ODNs, but not the probiotics, could protect neonatal broiler chickens against lethal E. coli septicemia, as would the tetracycline or sodium sulfamethazine. The flow cytometry analysis (n = 5/group) revealed enrichment of immune cells in the CpG-ODN group and a marked decrease in macrophages and T-cell numbers in antibiotics-treated groups, indicating immunosuppressive effects. Our data showed that, like therapeutic antibiotics, CpG-ODNs reduced clinical signs, decreased bacterial loads, and induced protection in chicks against E. coli septicemia. Unlike therapeutic antibiotics-induced immunosuppressive effects, CpG-ODN caused immune enrichment by increasing chicken immune cells recruitment. Furthermore, this study highlights that, although therapeutic antibiotics can treat bacterial infections, the ensuing immunosuppressive effects may negatively impact the overall chicken health.