This study evaluated the effects of dietary supplementation with dried Haematococcus pluvialis biomass on egg quality in laying hens using a multilevel analytical approach. A total of 100 ISA Brown hens were divided into two groups: a control group (CTRL) fed a basal diet and an experimental group (HP) receiving the same diet supplemented with 0.075% H. pluvialis. Supplementation did not significantly affect most physical egg parameters, although yolk index and yolk height were improved in the HP group. A marked increase in yolk pigmentation was observed, with values reaching 15 on the DSM color fan compared to 8.4 in CTRL (p < 0.0001). Significant enhancements in yolk nutritional quality were detected, including increased total carotenoids and the presence of astaxanthin exclusively in the HP group. Mineral composition was also markedly affected, with significant increases in essential elements such as Fe, Mg, Zn, I, and P in both albumen and yolk. The fatty acid profile was favorably modulated, showing a reduction in saturated fatty acids and an increase in monounsaturated fatty acids, along with improved nutritional indices (AI, TI, HH). Instrumental sensory analysis revealed clear discrimination between groups based on color (E-eye), while differences in volatile profiles (E-nose) were less pronounced. However, a reduction in oviposition rate and egg mass was observed in the supplemented group. Overall, the inclusion of H. pluvialis biomass represents an effective strategy for the natural biofortification of eggs, improving their nutritional and functional value.