The aim of this study was to analyze the non-volatile composition and antioxidant differences of lemon essential oils (LEOs) obtained by cold-pressing vs. hydrodistillation. Pathological observations showed that LEO effectively inhibited liver injury caused by oxidative stress, and CPLEO was more effective than HDLEO. CPLEO increased serum T-AOC, SOD, GSH, and GSH-Px levels while decreasing NO, COX-2, IL-6, IL-1β, IFN-γ, and TNF-α levels in mice with oxidative damage. The effects of CPLEO were stronger than those of HDLEO and similar to those of vitamin C. CPLEO upregulated mRNA and protein expressions of Cu/Zn-SOD, Mn-SOD, CAT, HO-1, Nrf2, and NQO1 while downregulating nNOS, iNOS, IL-1β, COX-2, TNF-α, and NF-κB mRNA expression and nNOS, eNOS, iNOS, and COX-2 protein expression in mice with oxidative damage. The results demonstrate that LEO has good antioxidant effects and that CPLEO has a better antioxidant effect than HDLEO as it retains more active non-volatile substances.