(1) Background: Thermal stress in Guangdong’s tropical/subtropical regions significantly compromises yolk quality in Huaixiang chickens. Canthaxanthin (CX), an effective feed additive, has been demonstrated to not only enhance the nutritional composition of egg yolks but also mitigate heat stress. This study systematically evaluates the effects of dietary CX supplementation on egg production rate and yolk nutritional components (e.g., amino acids, lipids, vitamin B2) in Huaixiang hens under both normal and high-temperature environments. (2) Methods: A factorial design was implemented, exposing hens to either thermoneutral (25 ± 2 °C, 65–75% RH) or high-temperature (32 ± 2 °C, 65–75% RH) conditions. Diets were supplemented with graded CX levels (0, 4, 6, 8, or 10 mg/kg) for 9 weeks. Laying performance and yolk nutritional profiles (amino acids, lipids, minerals, vitamin B₂) were evaluated at 3-week intervals (3rd, 6th, and 9th weeks. (3) Results: Under normal temperature conditions, the addition of CX significantly enhanced the laying rate, relative yolk weight, yolk color score, lecithin (LEC) content, and it optimized the amino acid profile of the yolk. Under high-temperature conditions, the laying rate, yolk weight, yolk weight ratio, total amino acid content, yolk triglyceride (TG), LEC, and vitamin B₂ (VB₂) levels in Huaixiang chickens all decreased. However, supplementation with CX under high-temperature conditions effectively mitigated these adverse effects: the laying rate was restored to levels observed under normal temperature conditions, while the relative yolk weight, color score, TG, total cholesterol (TC), LEC, high-density lipoprotein cholesterol (HDL-C), low-density lipoprotein cholesterol (LDL-C), calcium (Ca), and VB₂ levels were significantly higher than those in the heat-stressed control group. Additionally, the amino acid composition of the yolk was improved. (4) Conclusion: CX enhances the nutrient content of egg yolks under both normal and high-temperature conditions, providing a valuable reference for the production of healthy and high-quality eggs.