Abstract: Carotenoids are a group of natural, lipid-soluble bioactive pigments produced by photosynthetic organisms such as plants, phytoplankton, algae, bacteria and some fungi. Beyond their typical pigmentation role in crustaceans, extensive research has demonstrated multiple benefits—including improved growth, antioxidant activity, immune function, stress tolerance and disease resistance—underscoring the fundamental importance of carotenoids for crustacean health. Although more than 600 carotenoids have been identified in nature, only a few are absorbed and deposited in animal tissues and fluids. In aquaculture feeds, the most studied carotenoids are astaxanthin (Axn), β-carotene (β-car), canthaxanthin (Cxn), zeaxanthin, zeaxanthin (Zxn) and lutein (Lut). This study evaluated the effects of dietary carotenoids on growth, gonad development, color parameters and carotenoid composition in adult female Chinese mitten crab Eriocheir sinensis. Six diets were formulated to contain one of five carotenoids (Axn, β-car, Cxn, Lut and Lut) at about 100 mg/kg and a control treatment was also studied without any carotenoid supplementation. The results showed that: (1) Feeding different carotenoids did not result in any notable difference in gonad development, tissue index and survival of adult female E. sinensis among treatments, but significant promotion of lipid content was observed in the hepatopancreas of carotenoids supplemented treatments. (2) Indicators of antioxidant capacity (T-AOC, MDA), immunity (AKP, ACP) and physiological status (GPT, GOT) significantly improved in the hepatopancreas and hemolymph of carotenoid supplemented treatments with the order of Axn > Cxn ≈ β-car > Lut ≈ Zxn. (3) For colour enhancement, Axn and Cxn had a better effect on redness value improvement of ovary and hepatopancreas of E. sinensis, and β-car and Lut had a better effect on the yellow value improvement of adult female E. sinensis. (4) In terms of carotenoid composition, all kinds of carotenoids can be effectively deposited and Axn has the highest deposition efficiency in the ovary. No matter what kind of carotenoids were supplemented in the diet, Axn and β-car were the highest carotenoids in the carapace and hepatopancreas, respectively. In conclusion, the efficacy of carotenoids as dietary pigments or antioxidants is type-dependent, with Axn outperforming others in both antioxidant activity and colour enhancement in adult female E. sinensis. These results advance understanding of carotenoid physiology and provide a basis for formulating functional fattening diets for E. sinensis.