As an endangered animal species, the Chinese sturgeon (Acipenser sinensis) has been artificially cultured during recent years. In the present experiment, the performance of a common formulated feed and a mixed natural feed on the growth and blood physiology of Chinese sturgeon were compared during one year of indoor culture. In terms of specific growth rate, the formulated diet group showed a higher value (4.2%) compared with the natural food group (−1.8%) during one year of indoor culture. Alanine aminotransferase activities of the sturgeons in formulated diet group was significantly higher than that in the natural food group throughout whole experiment period (p < 0.05). The total protein albumin, albumin and globulin contents of the natural food group were significantly higher than that of the formulated diet group in February and May (p < 0.05). The C-reactive protein contents of the formulated diet group were significantly higher than that of natural food group in May and August (p < 0.05). The activities of total cholesterol, high-density cholesterol, and low-density cholesterol were significantly higher in the natural food group than those in the formulated diet group (p < 0.05). The activities of triglycerides were significantly higher in the natural food group than those in the formulated diet group in February and May (p < 0.05). Almost half of the biochemical indicators examined show significant seasonal fluctuations, indicating that seasons have a substantial impact on the Chinese sturgeon. Overall, these results indicate that natural food exerted a positive impact on physiological indicators compared to the formulated diet.