Sea bass (Lates calcarifer) is rich in protein, amino acids, and long-chain omega 3 (omega-3), which have many health benefits. In East Asian food culture, soup is often eaten as a nutritional supplement. The purpose of this study was to investigate the benefits of Hi-Q sea bass essence (SBE) supplementation for improved exercise performance and anti-fatigue. Fifty male Institute of Cancer Research (ICR) mice were divided to five groups (10 mice/group) and administered different doses of SBE (EC): (1) vehicle (water); (2) isocaloric (0.94 g casein/kg/mice/day); (3) SBE-1X (1.04 g/kg/mice/day); (4) SBE-2X (2.08 g/kg/mice/day); and (5) SBE-4X (4.16 g/kg/mice/day). We found that SBE supplementation significantly improved more than 1.96-fold endurance exercise performance (p < 0.05) and more than 1.13-fold glycogen storage in the liver and muscles (p < 0.05), and had dose-dependent by SBE dose (p < 0.05). In addition, supplementation with SBE at different doses had significant effects on the fatigue-related biochemical markers, i.e., lactate, ammonia, and blood urea nitrogen (BUN) levels were reduced significantly (p < 0.05), and were also dose-dependent. In conclusion, supplementation with SBE for 4 weeks was able to effectively improve exercise performance and had an anti-fatigue effect. In addition, it did not cause any physiological or histopathological damage.