Astaxanthin is a xanthophyll carotenoid showing efficient scavenging ability and represents an interesting candidate in the development of new therapies for preventing and treating oxidative stress-related pathologies. However, its high lipophilicity and thermolability often limits its antioxidant efficacy in human applications. Here, we developed a formulation of lipid carriers to protect astaxanthin’s antioxidant activity. The synthesis of natural astaxanthin-loaded nanostructured lipid carriers using a green process with sunflower oil as liquid lipid is presented. Their antioxidant activity was measured by α-Tocopherol Equivalent Antioxidant Capacity assay and was compared to those of both natural astaxanthin and α-tocopherol. Characterizations by dynamic light scattering, atomic force microscopy, and scattering electron microscopy techniques were carried out and showed spherical and surface negative charged particles with z-average and polydispersity values of ~60 nm and ~0.3, respectively. Astaxanthin loading was also investigated showing an astaxanthin recovery of more than 90% after synthesis of nanostructured lipid carriers. These results demonstrate the capability of the formulation to stabilize astaxanthin molecule and preserve and enhance the antioxidant activity.