High-fat diet (HFD) usually induces oxidative stress and astaxanthin is regarded as an excellent anti-oxidant. An 8-week feeding trial was conducted to investigate the effects of dietary astaxanthin supplementation on growth performance, lipid metabolism, antioxidant ability, and immune response of juvenile largemouth bass (Micropterus salmoides) fed HFD. Four diets were formulated: the control diet (10.87% lipid, C), high-fat diet (18.08% lipid, HF), and HF diet supplemented with 75 and 150 mg kg−1 astaxanthin (HFA1 and HFA2, respectively). Dietary supplementation of astaxanthin improved the growth of fish fed HFD, also decreased hepatosomatic index and intraperitoneal fat ratio of fish fed HFD, while having no effect on body fat. Malondialdehyde content and superoxide dismutase activity were increased in fish fed HFD, astaxanthin supplementation in HFD decreased the oxidative stress of fish. The supplementation of astaxanthin in HFD also reduced the mRNA levels of Caspase 3, Caspase 9, BAD, and IL15. These results suggested that dietary astaxanthin supplementation in HFD improved the growth performance, antioxidant ability and immune response of largemouth bass.