Sea cucumber (Apostichopus japonicus) is mainly cultured in the coastal zone, where it is easily threatened by accidental oil spills. Chemical dispersant is one of the efficient oil spill responses for mitigating the overall environmental damage of oil spills. However, the impact of crude oil and chemical dispersants on sea cucumber is less well known. Hence, the present study focused on exploring the antioxidant response and oxidative stress in the respiratory tree of sea cucumber following exposure to GM-2 chemical dispersant (DISP), water-accommodated fractions (WAF), and chemically enhanced WAF (CEWAF) of Oman crude oil for 24 h. Results manifested that WAF exposure caused a significant increase in the reactive oxygen species (ROS) level (5.29 ± 0.30 AU·mgprot−1), and the effect was much more obvious in CEWAF treatment (5.73 ± 0.16 AU·mgprot−1). Total antioxidant capacity (T-AOC), as an important biomarker of the antioxidant defense capacity, showed an increasing trend following WAF exposure (0.95 ± 0.12 U·mgprot−1) while a significant reduction in T-AOC was observed following CEWAF exposure (0.23 ± 0.13 U·mgprot−1). Moreover, we also evaluated the oxidative damage of the macromolecules (DNA, protein, and lipid), and our results revealed that the presence of chemical dispersant enhanced oxidative damage caused by crude oil to sea cucumber.