Polycyclic aromatic hydrocarbons (PAHs), such as phenanthrene (PHE), are common pollutants found in coastal areas where shrimp farming is developed. Even though PAHs can have adverse effects on physiology, shrimp can detoxify and metabolize toxic compounds and neutralize the reactive oxygen species (ROS) produced during this process. This requires the activation of multiple antioxidant enzymes, including peroxiredoxin 6 (Prx6). Prx6 uses glutathione (GSH) to reduce phospholipid hydroperoxides, a function shared with GSH peroxidase 4 (GPx4). Prx6 has been scarcely studied in crustaceans exposed to pollutants. Herein, we report a novel Prx6 from the shrimp Penaeus vannamei that is abundantly expressed in gills and hepatopancreas. To elucidate the involvement of Prx6 in response to PAHs, we analyzed its expression in the hepatopancreas of shrimp sub-lethally exposed to PHE (3.3 μg/L) and acetone (control) for 24, 48, 72, and 96 h, along with GPx4 expression, GSH-dependent peroxidase activity, and lipid peroxidation (indicated by TBARS). We found that GPx4 expression is not affected by PHE, but Prx6 expression and peroxidase activity decreased during the trial. This might contribute to the rise of TBARS found at 48 h of exposure. However, maintaining GPx4 expression could aid to minimize lipid damage during longer periods of exposure to PHE.