Color is an essential clue for intra- and interspecies communication, playing a role in selection and speciation. Coloration can be based on nanostructures and pigments; carotenoids and carotenoproteins are among the most widespread pigments in animals. Over 350 species and subspecies of amphipods (Crustacea: Amphipoda) endemic to Lake Baikal exhibit an impressive variability of colors and coloration patterns, including intraspecific color morphs. However, the mechanisms forming this diversity are underexplored, as while the carotenoid composition of several transparent, green, and red species was investigated, there have been no reports on the corresponding carotenoid-binding proteins. In this work, we analyze the coloration of two brightly colored Baikal amphipods characterized by intraspecific color variability, Eulimnogammarus cyaneus and E. vittatus. We showed that the color of either species is defined by the level of putative carotenoid-binding proteins similar to the pheromone/odorant-binding protein family, as the concentration of these putative crustacyanin analogs was higher in blue or teal-colored animals than in the orange- or yellow-colored ones. At the same time, the color did not depend on the total carotenoid content, as it was similar between animals of contrasting color morphs. By exploring the diversity of these sequences within a larger phylogeny of invertebrate crustacyanins, we show that amphipods lack orthologs of the well-studied crustacyanins A and C, even though they possess some crustacyanin-like sequences. The analysis of expression levels in E. cyaneus showed that the transcripts encoding crustacyanin analogs had much higher expression than the crustacyanin-like sequences, suggesting that the former indeed contribute to the color of these brightly colored animals. The crustacyanin analogs seem to act in a similar way to the well-studied crustacyanins in body color formation, but the details of their action are still to be revealed.