Diabetes mellitus (DM) is a severe chronic disease that results in high morbidity and mortality. DM causes endothelial injury (DEI) as a basis for cardiovascular complications of DM with few effective approaches developed for its intervention. Krill oil (KO) possesses anti-inflammatory and anti-oxidative activities, but its effect on DEI is unknown. Hence, the aims of this study were to investigate the effect and molecular mechanism of KO on DEI. To investigated the preventive effect of KO on DEI, streptozotocin and high-fat diet-induced type 2 diabetic mice were fed with KO for 6 months. RNA sequencing for endothelial cells (ECs) was used to explore the mechanism of KO’s protective function. To clarify the role of nuclear factor erythroid 2-related factor 2 (Nfe2l2 or NRF2) signaling in KO’s protection against DEI, Nfe2l2 gene-silenced ECs or knockout mice were treated with KO. Molecular docking assay and surface plasmon resonance assay were carried out to reveal binding between Kelch like ECH associated protein 1 (KEAP1) and major components of KO. KO significantly alleviated DEI and aortic pathological injury in the wild-type diabetic mice. RNA sequencing revealed that KO dramatically activated NRF2 antioxidant signaling in high glucose-challenged ECs, the effect of which was further confirmed in the diabetic aortas. Nfe2l2 gene deletion or silencing completely abolished KO’s protection against DEI in vivo and in vitro, demonstrating that NRF2 was required for KO’s action. Further, molecular docking assay and surface plasmon resonance assay identified that KO’s functional component astaxanthin (AST), but not docosahexaenoic acid and eicosapentaenoic acid, was able to bind the Kelch domain of KEAP1, promoting nuclear translocation of NRF2 which activated antioxidant gene expression. The comparison of the effects of KO and AST on endothelial NRF2 nuclear translocation suggested that KO might activate NRF2 at least partially through AST-KEAP1 interaction. KO activates NRF2 to prevent diabetic endothelial injury in part through AST-induced inhibition of KEAP1.