Grape seed proanthocyanidin extract (GSPE) plays a significant role in body health, including improving antioxidant capacity and maintaining lipid metabolism stability. However, whether dietary GSPE supplementation can improve lipid metabolism in finishing pigs remains unclear. Here 18 castrated male Duroc × Landrace × Yorkshire finishing pigs were randomly divided into three groups with six replicates and one pig per replicate. Pigs were fed a basal diet (control), a basal diet supplemented with 100 mg/kg GSPE, or a basal diet supplemented with 200 mg/kg GSPE for 30 days. Antioxidant analysis showed that dietary 200 mg/kg GSPE supplementation increased glutathione, total antioxidant capacity and glutathione peroxidase levels, and reduced malondialdehyde levels in serum, muscle and liver. Dietary 200 mg/kg GSPE supplementation also upregulated the mRNA and protein levels of nuclear-related factor 2 (Nrf2). Lipid metabolism analysis showed that dietary GSPE supplementation increased serum high-density lipoprotein cholesterol levels and reduced serum triglyceride and total cholesterol levels. Besides, GPSE upregulated the mRNA expression of lipolysis- and fatty acid oxidation-related genes downregulated the mRNA expression of lipogenesis-related genes, and activated the AMPK signal in finishing pigs. Together, we provided evidence that dietary GSPE supplementation improved the antioxidant capacity and lipid metabolism in finishing pigs.