Ferulic acid (FA) is a phenolic compound that has antioxidant, hepatoprotective, anticarcinogenic, anti-inflammatory, antiallergic, antimicrobial, antiviral, and vasodilatory effects. This study was conducted to explore the effects of dietary FA supplementation on antioxidant capacity and lipid metabolism in weaned piglets. Eighteen 21-day-old castrated male DLY (Duroc × Landrace × Yorkshire) weaned piglets were randomly divided into control, 0.05%, and 0.45% FA groups. The results showed that, in serum, CAT and T-SOD activities and content of HDL-C were increased, but the content of MDA and the activities of T-CHO and LDL-C were decreased, by FA supplementation. In liver, dietary FA supplementation increased CAT, T-SOD, and GSH-PX activities and upregulated the mRNA levels of SOD1, SOD2, CAT, GST, GPX1, GR, Nrf2, HSL, CPT1b, and PPARα but decreased the contents of MDA and TG. Furthermore, dietary FA supplementation increased the protein level of Nrf2, HO-1, and NQO-1. In longissimus dorsi muscle, dietary FA supplementation increased the activity of T-SOD and the mRNA abundance of SOD1, SOD2, CAT, GST, GPX1, GR, and Nrf2 but decreased the contents of MDA and T-CHO. Additionally, dietary FA supplementation increased the protein expressions of Nrf2, HO-1, and NQO1. Together, our data suggest that FA could improve antioxidant capacity and lipid metabolism in weaned piglets.