The purpose of this study was to determine the antioxidant effect of fucoxanthin. After rats were fed a normal fat diet (NF), high fat diet (HF), and high fat with 0.2% fucoxanthin diet (HF + Fxn) for 4 weeks, the markers of oxidative stress and antioxidant capacity like lipid peroxidation, plasma total antioxidant capacity (TAC), and activities of antioxidant enzymes (catalase, superoxide dismutase (SOD), and gluthathione peroxidase (GSH-Px)) were determined. mRNA expression of transcription factor, nuclear erythroid factor like 2 (Nrf2), and its target genes such as NAD(P)H quinone oxidoreductase1 (NQO1) and heme oxygenase-1 (HO-1) were also determined. Mean weight gain in the HF + Fxn group was lower, without statistical significance, and the total food intake in the HF + Fxn group was lower than that in the HF group (P < 0.05). The activity of GSH-Px (P < 0.05) in plasma was significantly higher in the HF + Fxn group than those in the HF group (P < 0.05). In the liver, the activities of catalase (P < 0.05) and GSH-Px (P < 0.05) in the HF + Fxn group were significantly higher than those in the HF group. Plasma TAC level was significantly higher in the HF + Fxn group than that in the HF group (P < 0.05). Lipid peroxidation in plasma tended to be lower without statistical significance. Fucoxanthin supplements were shown to have higher mRNA expression of Nrf2 and NQO1 than those in the high fat diet only group (P < 0.05). In conclusion, supplementation of fucoxanthin improved the antioxidant capacity, depleted by high fat diet, by activating the Nrf2 pathway and its downstream target gene NQO1. Therefore, supplementation of fucoxanthin, especially for those who consume high fat in their diet, may benefit from reduced risk of oxidative stress.