Diabetic nephropathy (DN) is a common microvascular complication of both type 1 and type 2 diabetes mellitus and often advances to end-stage renal disease. Oxidative stress plays an important role in the pathogenesis and progress of DN. Hydrogen sulfide (H2S) is considered as a promising candidate for the management of DN. But the antioxidant effects of H2S in DN have not been fully studied. In mouse model induced by high-fat diet and streptozotocin, GYY4137, a H2S donor, ameliorated albuminuria at weeks 6 & 8 and decreased serum creatinine at week 8, but not hyperglycemia. Renal nitrotyrosine and urinary 8-isoprostane were reduced along with the suppressed levels of renal laminin and kidney-injury-molecule 1. Renal NADPH oxidase (NOX) 2 was lower but heme oxygenase (HO) 2, paraoxonase (PON) 1, PON2 were higher in DN+GYY than DN group. NOX1, NOX4, HO1, superoxide dismutases 1–3 were similar between groups. Except for a rise at HO2, all the affected enzymes were unchanged in mRNA levels. The affected reactive-oxygen-species (ROS) enzymes were mainly located in the renal sodium-hydrogen-exchanger positive proximal tubules with similar distribution but changed immunofluorence in GYY4137 treated DN mice. Kidney morphological alterations in DN mice under light and electrical-microscopes were also improved by GYY4137. Thus, exogenous H2S administration may improve the renal oxidative damage in DN by reducing ROS production and enhancing ROS cleavage in kidney via the affected enzymes. This study may shed a light on therapeutic applications in diabetic nephropathy with H2S donors in the future.