Diets rich in saturated fats and cholesterol contribute to the incidence of hyperlipidaemia. An altered lipid profile is a major factor responsible for the development of CVD. Male Wistar rats were fed with a high‐fat diet (HFD) (suspension (w/v) of 0.5% cholesterol, 3% coconut oil and 0.25% cholic acid for 30 days) to induce an experimental hyperlipidaemic model. High‐fat diet fed rats were also supplemented with hesperidin (100 mg/kg body weight). The present study reports reactive oxygen species (ROS) production, oxidative stress parameters: malondialdehyde (MDA), protein carbonyl (PCO), oxidation of plasma protein (AOPP), and advance glycation end products (AGEs); antioxidant defence parameters: ferric reducing ability of plasma (FRAP), reduced glutathione (GSH), Paraoxonase‐1 (PON‐1), plasma membrane redox system (PMRS); general biochemical parameters: triglyceride, cholesterol, serum glutamic oxaloacetic transaminase (SGOT), and serum glutamic pyruvic transaminase (SGPT), fasting insulin, fasting glucose, homeostatic model assessment–insulin resistance (Homa‐IR) index, and inflammatory biomarkers: interleukin (IL)‐6 and tumour necrosis factor (TNF)‐α. Experimental hyperlipidaemia was found to be associated with significantly higher body weight (27.58%), cholesterol (140%), triglyceride (190%), and fasting glucose level (37%). Reactive oxygen species production (67%), MDA (28.9%), AOPP (31.42%), PCO (58.53%), and PMRS (156%), inflammatory markers, cytokines IL‐6 and TNF‐α, were elevated and GSH (50%), PON 1 (37.07%), and FRAP (26.58%) activity were significantly (P < .05) lower in the high‐fat diet group. Hesperidin supplementation protected HFD‐fed rats from oxidative damage. Our findings indicate that the supplementation of hesperidin provides protection against redox imbalance induced by hyperlipidaemia in rats.