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Simple Summary: Weaning stress is an economically important problem in the swine industry, and the economic loss of the growth performance reduction is even more critical if the heat stress adds to the weaning stress. The supplementation of zinc oxide (ZnO) is a promising option in reducing the adverse effects of the weaning period. However, the ban on using pharmacological doses of ZnO from 2022 in Europe will increase the postweaning issues for pig producers. Arginine is known as an anti-stress amino acid and may reduce the requirement of ZnO and adverse effects of weaning. This study aimed to investigate the effect of the l-arginine (Arg) inclusion and different doses of ZnO on the growth performance, intestinal microbiota and integrity, and immune status of weaned pigs. A total of 180 pigs (28-day-old) were randomly allotted to six treatments with six replicate pens in each treatment and five pigs per pen. The dietary treatments were Con (1.1% Arg); P-Zn (1.1% Arg + 2500 mg Zn as ZnO/kg diet); ARG (1.6% Arg); ZnArg1 (500 mg of Zn as ZnO/kg diet + 1.6% Arg); ZnArg2 (1000 mg of Zn as ZnO/kg diet + 1.6% Arg); ZnArg3 (2500 mg of Zn as ZnO/kg diet + 1.6% Arg). The overall result showed that the inclusion of ZnArg3 significantly improved the average daily gain of pigs compared with the Con treatment. There was a reduction in feed intake in pigs fed the Con diet compared with pigs fed the ZnArg3 diet at phase 1 and overall. At phase 1, pigs fed the ZnArg3 diet and P-Zn diet showed a decreased population of Clostridium spp. in the ileum compared with those of the Con treatment. In addition, a lower ileal Clostridium spp. population was detected in pigs fed the ZnArg2 diet compared with pigs fed the Con diet. The pigs fed ZnArg1 and ZnArg3 diets showed a greater villus height of duodenum compared with the Con and P-Zn treatments. The pigs in the Con treatment showed increased mRNA expression of heat shock protein-27 in the liver compared with the P-Zn, ZnArg1, ZnArg2, and ZnArg3 treatments. When fed the basal diet, mRNA expressions of interleukin-6 were increased in the muscle compared with the ZnArg3 treatment. Dietary supplementation with ZnArg2 decreased the mRNA expressions of interferon-γ in the muscle compared with the Con treatment. Supplementation with P-Zn, ZnArg1, ZnArg2, and ZnArg3 decreased mRNA expressions of tumor necrosis factor-α (TNF-α) compared with the Con treatment. The mRNA gene expressions of interleukin-4 were decreased in the jejunum of pigs fed P-Zn, ARG, ZnArg1, ZnArg2, and ZnArg3 diets compared with pigs fed the Con diet. The jejunum gene expression of toll-like receptor-4 was upregulated in the Con and ARG treatments compared with the ZnArg1 and ZnArg3. The ZnArg1, ZnArg2, and ZnArg3 treatments showed lower mRNA expression of TNF-α compared with the Con treatment. In conclusion, there was no difference in growth performance, intestinal microbiota, gene expression of interleukins between ZnArg1 and ZnArg3 treatments. Therefore, the low level of ZnO (500 mg/kg) plus 1.6% dietary Arg may be recommended for pigs during the weaning stress. [ABSTRACT FROM AUTHOR]