A 70-day feeding experiment was performed to investigate the effects of dietary vitamin E at different addition levels (0, 100, 200, and 400 mg/kg) on the growth, collagen content, antioxidant capacity, and expressions of genes related to the transforming growth factor beta (TGF-β)/Sma- and Mad-related protein (SMAD) signaling pathway in sea cucumbers (Apostichopus japonicus). The results showed that the A. japonicus in the group with 200 mg/kg vitamin E exhibited significantly higher growth rates, hydroxyproline (Hyp) and type III collagen contents, and superoxide dismutase (SOD) activity, as well as the upregulation of genes related to Tenascin, SMAD1, and TGF-β. Additionally, the A. japonicus in the group with 100 mg/kg vitamin E exhibited significantly higher body-wall indexes, denser collagen arrangements, improved texture quality, higher activities of glutathione peroxidase (GSH-Px) and peroxidase (POD), as well as the upregulation of genes related to collagen type I alpha 2 chain (COL1A2), collagen type III alpha 1 chain (COL3A1), and Sp-Smad2/3 (SMAD2/3). In contrast, the A. japonicus in the group with 400 mg/kg vitamin E showed a decrease in the growth rates, reduced Hyp contents, increased type I collagen contents, collagen fiber aggregation and a harder texture, along with the downregulation of genes related to the TGF-β/SMAD signaling pathway. Furthermore, the A. japonicus in the group with 400 mg/kg exhibited oxidative stress, reflected by the lower activities of SOD, GSH-Px, and POD. These results indicated that A. japonicus fed diets with the addition of 100–200 mg/kg vitamin E had improved collagen retention and texture quality by increasing the activities of antioxidant enzymes and the expressions of genes in the TGF-β/SMAD signaling pathway. However, the excessive addition of vitamin E (400 mg/kg) induced oxidative stress, which could increase the collagen degradation and fibrosis and pose a threat to the growth and texture quality of A. japonicus.