Hypertensive nephropathy is a chronic kidney disease caused by hypertension. Eicosapentaenoic acid (EPA) has been reported to possess an antihypertensive effect, and our previous study suggested that EPA-enriched phospholipid (EPA-PL) had more significant bioactivities compared with traditional EPA. However, the effect of dietary EPA-PL on hypertensive nephropathy has not been studied. The current study was designed to examine the protection of EPA-PL against kidney damage in spontaneously hypertensive rats (SHRs). Treatment with EPA-PL for three weeks significantly reduced blood pressure through regulating the renin–angiotensin system in SHRs. Moreover, dietary EPA-PL distinctly alleviated kidney dysfunction in SHRs, evidenced by reduced plasma creatinine, blood urea nitrogen, and 24 h proteinuria. Histology results revealed that treatment of SHRs with EPA-PL alleviated renal injury and reduced tubulointerstitial fibrosis. Further mechanistic studies indicated that dietary EPA-PL remarkably inhibited the activation of TGF-β and Smad 3, elevated the phosphorylation level of PI3K/AKT, suppressed the activation of NF-κB, reduced the expression of pro-inflammatory cytokines, including IL-1β and IL-6, and repressed the oxidative stress and the mitochondria-mediated apoptotic signaling pathway in the kidney. These results indicate that EPA-PL has potential value in the prevention and alleviation of hypertensive nephropathy.