The aim of this study is to investigate the effect of dietary protein levels on flesh quality, oxidative stress, and autophagy status in the muscles of triploid crucian carp (Carassius carassius triploid), and the related molecular mechanisms. Six experimental diets with different protein levels (26%, 29%, 32%, 35%, 38%, 41%) were formulated. A total of 540 fish with an initial weight of 11.79 ± 0.09 g were randomly assigned to 18 cages and six treatments with three replicates of 30 fish each for 8 weeks feeding. It could be found that the whole-body ash content significantly increased in high protein level groups (p < 0.05). The 29% dietary protein level group exhibited the highest muscle moisture, although there was an inconspicuous decrease in the chewiness of the muscles when compared with the other groups. The dietary protein level influenced the content of free amino acids and nucleotides, especially the content of flavor amino acids, which exhibited an increasing tendency along with the increasing protein level, such as alanine and glutamic acid, while the flavor nucleotides showed different fluctuation trends. Moreover, the genes related to muscle development were shown to be influenced by the dietary protein level, especially the expression of MRF4, which was up-regulated with the increasing dietary protein levels. The 29% dietary protein level promoted the majority of analyzed muscle genes expression to the highest level when compared to other dietary levels, except the Myostain, whose expression reached its highest at 38% dietary protein levels. Furthermore, the effect of dietary protein levels on antioxidant signaling pathway genes were also examined. High protein levels would boost the expression of GSTα; GPX1 and GPX4α mRNA expression showed the highest level at the 32% dietary protein group. The increasing dietary protein level decreased both mRNA and protein expressions of Nrf2 by up-regulating Keap1. Autophagy-related gene expression levels reached the peak at 32% dietary protein level, as evidenced by a similar change in protein expression of FoxO1. In summary, muscle nutritional composition, antioxidative pathways, and autophagy levels were affected by the dietary protein levels. A total of 29–32% dietary protein level would be the appropriate level range to improve muscle quality and promote the antioxidant and autophagy capacity of triploid crucian carp muscles.