Melatonin, a basic secretory pineal gland product, is a nontoxic, multifunctional molecule. It has antioxidant and anti-apoptotic activities and protects tissues from injury. The objective of the present study was to determine the molecular mechanism of melatonin anti-apoptotic effect on gastric injury in a rat burn model. We hypothesized that melatonin gastric protection may be related to the activation of transcription erythroid 2-related factor 2 (Nrf2). Using a 30% total body surface area (TBSA) rat burn model, melatonin (10 mg/kg, i.p.) was injected immediately and 12 h after thermal skin injury. Via light immunohistochemistry, we determined the tissue level of 4-hydroxy-2-nonenal (4-HNE) as a marker of lipid peroxidation, Bcl-2 and Bax as apoptosis-related proteins, and Nrf2. Results are presented as medians (interquartile range (IQR)). Thermal trauma in burned animals, compared with the controls, increased the expression of pro-apoptotic Bax protein (1.37 (0.94–1.47)), decreased anti-apoptotic Bcl-2 protein (1.16 (1.06–1.23), p < 0.001) in epithelial cells, and elevated Bax/Bcl-2 ratios (p < 0.05). Tissue 4-HNE and Nrf2 levels were increased following severe burns (1.55 (0.98–1.61) and 1.16 (1.01–1.25), p < 0.05, respectively). Melatonin significantly decreased 4-HNE (0.87 (0.74–0.96), p < 0.01) and upregulated Nrf2 (1.55 (1.52–1.65), p < 0.001) levels. It also augmented Bax (1.68 (1.5–1.8), p < 0.001) and Bcl-2 expressions (1.96 (1.89–2.01), p < 0.0001), but reduced Bax/Bcl-2 ratios (p < 0.05). Our results suggest that experimental thermal trauma induces oxidative gastric mucosal injury. Melatonin manifests a gastroprotective effect through Nrf2 activation, lipid peroxidation attenuation, and Bax/Bcl-2 ratio modification as well.