This study was to investigate the effect of dietary protein levels and supplementation with two cold-pressed oils on the performance, immunity and antioxidant indices of growing Japanese quails. A 3 × 4 factorial experiment, using 3 dietary crude protein (CP) levels (22%, 24% and 26%) and 4 supplemental herbal oils levels: control without additives, 250 mg marjoram (Mar), 250 mg thyme (Thy) and 125 mg Mar + 125 mg Thy per kg diet. A total of 720 unsexed, 7-day-old quail chicks were randomly distributed into twelve treatment groups (4 replicates per group of 15 chicks in each). The live body weight (LBW) on 42 days and body weight gain (BWG) from 7 to 42 days were significantly improved (p < 0.01 and 0.05) in chicks fed 24% or 26% CP compared with those of the 22% CP group. The groups fed diets supplemented with Mar or in combination with Thy oil exhibited significantly better LBW, BWG and feed conversion ratio (FCR) than the control at all periods except BWG from 21 to 42 days and FCR from 7 to 21 days were not significant. Feed intake was gradually decreased with increasing dietary CP level or adding herbal oils during the periods 21-42 and 7-42 days of age. Plasma triglycerides, cholesterol, total lipids and malondialdehyde were decreased by cold-pressed oils supplementation, but the activity of reduced glutathione and superoxide dismutase was increased (p < 0.01) compared with the control. In conclusion, quails fed a diet containing 24% or 26% CP or diets supplemented with Mar or Thy oils or both exhibited improvement in the performance, lipid profile, immunity and antioxidant capacity without any detrimental impacts on the other studied parameters.