Xanthophyllomyces dendrorhous is a natural source of astaxanthin and mycosporines. This yeast has been isolated from high and cold mountainous regions around the world, and the production of these secondary metabolites may be a survival strategy against the stress conditions present in its environment. Biosynthesis of astaxanthin is regulated by catabolic repression through the interaction between MIG1 and corepressor CYC8–TUP1. To evaluate the role of the stress-associated transcription factors SKN7, ROX1, and YAP6, we employed an omic and phenotypic approach. Null mutants were constructed and grown in two fermentable carbon sources. The yeast proteome and transcriptome were quantified by iTRAQ and RNA-seq, respectively. The total carotenoid, sterol, and mycosporine contents were determined and compared to the wild-type strain. Each mutant strain showed significant metabolic changes compared to the wild type that were correlated to its phenotype. In a metabolic context, the principal pathways affected were glycolysis/gluconeogenesis, the pentose phosphate (PP) pathway, and the citrate (TCA) cycle. Additionally, fatty acid synthesis was affected. The absence of ROX1 generated a significant decline in carotenoid production. In contrast, a rise in mycosporine and sterol synthesis was shown in the absence of the transcription factors SKN7 and YAP6, respectively.