Astaxanthin is an important pigment for the rainbow trout Oncorhynchus mykiss. This study was conducted to investigate the effects of different sources of dietary astaxanthin on the growth, coloration, and antioxidant capacity of the commercial-sized O. mykiss during long-term feeding. Haematococcus pluvialis (HP), yeast Phaffia rhodozyma (PR), and synthetic astaxanthin (SA) were added to the basic feed (no astaxanthin, NA) to prepare the isonitrogenous and isolipidic experimental diets; the actual astaxanthin content values in the diets were 31.25, 32.96, and 31.50 mg/kg, respectively. Eighteen hundred O. mykiss, averaging 670 ± 20 g, were randomly divided into four groups and then fed with the experimental diet for four months. Dietary supplementation of P. rhodozyma and synthetic astaxanthin had no significant effects on the growth and tissue indexes of O. mykiss. In contrast, dietary supplementation with astaxanthin from H. pluvialis significantly increased the weight gain rate after four months of feeding. The fillet lightness of O. mykiss in the PR and SA was statistically lower than that in the NA and HP; the redness and astaxanthin content of fillet in the HP, PR, and SA groups were statistically higher than those in the NA. The total antioxidant capacity of the liver and serum in the HP was statistically higher than that in other diet groups, and a higher liver total superoxide dismutase activity was detected in the HP compared with the PR. Dietary supplementation of astaxanthin significantly increased the glutathione peroxidase activity in the liver and serum, and the highest serum glutathione peroxidase activity was detected in the HP, while dietary astaxanthin significantly decreased the malondialdehyde content in the liver and serum. Dietary supplementation of PR significantly increased the fillet ash content, while the highest fillet total lipid content was detected in the HP. Dietary astaxanthin significantly improved fillet redness and antioxidant capacity, among which H. pluvialis astaxanthin has greater effects on improving weight gain, antioxidant capacity, and fillet total lipid content.