Friedreich’s ataxia (FRDA) is the most frequent autosomal recessive ataxia in western countries, with a mean age of onset at 10–15 years. Patients manifest progressive cerebellar and sensory ataxia, dysarthria, lower limb pyramidal weakness, and other systemic manifestations. Previously, we described a family displaying two expanded GAA alleles not only in the proband affected by late-onset FRDA but also in the two asymptomatic family members: the mother and the younger sister. Both of them showed a significant reduction of frataxin levels, without any disease manifestation. Here, we analyzed if a protective mechanism might contribute to modulate the phenotype in this family. We particularly focused on the transcription factor nuclear factor erythroid 2-related factor 2 (NRF2), the first line of antioxidant defense in cells, and on the glutathione (GSH) system, an index of reactive oxygen species (ROS) detoxification ability. Our findings show a great reactivity of the GSH system to the frataxin deficiency, particularly in the asymptomatic mother, where the genes of GSH synthesis [glutamate–cysteine ligase (GCL)] and GSSG detoxification [GSH S-reductase (GSR)] were highly responsive. The GSR was activated even in the asymptomatic sister and in the proband, reflecting the need of buffering the GSSG increase. Furthermore, and contrasting the NRF2 expression documented in FRDA tissues, NRF2 was highly activated in the mother and in the younger sister, while it was constitutively low in the proband. This suggests that, also under frataxin depletion, the endogenous stimulation of NRF2 in asymptomatic FRDA subjects may contribute to protect against the progressive oxidative damage, helping to prevent the onset of neurological symptoms and highlighting an “out-brain origin” of the disease.