Sepsis remains the leading cause of multiple-organ injury due to endotoxemia. Astaxanthin (ASTA), widely used in marine aquaculture, has an extraordinary potential for antioxidant and anti-inflammatory activity. Purinergic receptor (e.g., P2X7R) activation is a powerful signaling in the modulation of inflammation. The effect of ASTA was investigated on the regulation of oxidative stress, inflammatory response, apoptotic mediators, and P2X7R expression in the lung injury during lipopolysaccharide (LPS)-induced endotoxemia. Twenty-four rats were blocked into four groups as Control, LPS, ASTA, and LPS + ASTA. LPS was administered by intraperitoneal injection and ASTA by gavage. Blood and lung samples were taken 6 h after the administrations. The methods were ELISA, western blotting, histopathology, and immunohistochemistry. Sepsis was confirmed by the elevations of IL-1β, IL-6, IL-10, and TNF-α levels in bloodstream. Lung injury was determined by histopathological changes. There were increased P2X7R expression, malondialdehyde (MDA), IL-1β, TNF-α, nuclear factor kappa B (NF-κB), and Caspase-3 and decreased B-cell lymphoma 2 (Bcl-2) and glutathione (GSH) in the septic lung tissue (p < 0.05). ASTA treatment improved MDA, GSH, IL-1β, TNF-α, P2X7R, NF-κB, Caspase-3, and Bcl-2 levels and reduced P2X7R immunoreactivity and histological abnormalities in the lung (p < 0.05). The production of pro-inflammatory cytokines, oxidative stress, P2X7R expression, and apoptotic mediators in the lung is associated with LPS-induced endotoxemia. The ASTA administration appears to regulate the expressions of P2X7R, NF-κB, Bcl-2, and Caspase-3 improving the antioxidative and anti-inflammatory response of the lung tissue in sepsis, in vivo.