An imbalance in the reactive oxygen species (ROS) homeostasis is involved in the pathogenesis of oxidative stress-related diseases. Astaxanthin, a xanthophyll carotenoid with high antioxidant capacities, has been shown to prevent the first stages of oxidative stress. Here, we evaluate the antioxidant capacities of astaxanthin included within hydroxypropyl-beta-cyclodextrin (CD-A) to directly and indirectly reduce the induced ROS production. First, chemical methods were used to corroborate the preservation of astaxanthin antioxidant abilities after inclusion. Next, antioxidant scavenging properties of CD-A to inhibit the cellular and mitochondrial ROS by reducing the disturbance in the redox state of the cell and the infiltration of lipid peroxidation radicals were evaluated. Finally, the activation of endogenous antioxidant PTEN/AKT, Nrf2/HO-1, and NQOI gene and protein expression supported the protective effect of CD-A complex on human endothelial cells under stress conditions. Moreover, a nontoxic effect on HUVEC was registered after CD-A complex supplementation. The results reported here illustrate the need to continue exploring the interesting properties of this hydrophilic antioxidant complex to assist endogenous systems to counteract the ROS impact on the induction of cellular oxidative stress state.