The endemic fan mussel (Pinna nobilis) in the Mediterranean Sea is at high risk of disappearance due to massive mortality events. The aim of the study was to evaluate the antioxidant response of P. nobilis collected in the Balearic Islands (Western Mediterranean) before and after the mass mortality event. Individuals collected before (between 2011 and 2012) and after (between 2016 and 2017) the event were analyzed by histological, molecular, and biochemical methods to compare pathogenic loads and biochemical responses. All the individuals collected during 2016–2017 presented symptoms of the disease and were positive for Haplosporidium pinnae, while acid-fast bacteria or/and Gram-negative bacteria were detected in some individuals of both sampling periods. The activities of the antioxidant enzymes catalase and superoxide dismutase in the gills were significantly lower in P. nobilis affected with the parasite compared to those in the asymptomatic ones, while levels of malondialdehyde, as an indicator of lipid peroxidation, were higher in infected individuals. When analyzing the differential effects of H. pinnae and Mycobacterium sp. on P. nobilis, it was observed that significant effects on biomarkers were only observed in the presence of H. pinnae. Co-infection of P. nobilis by H. pinnae with other pathogens such as Mycobacterium sp. constitutes a serious problem due to its high mortality rate in the Balearic Island waters. This concerning situation for P. nobilis is favored by a reduction in antioxidant defenses related to H. pinnae infection that induces oxidative stress and cell damage.