Marine bioactive lipids have been utilized to overcome insulin resistance. However, oil from swimming crab has never been studied. Here, we analyzed the constituents of egg oil from Portunus trituberculatus (Pt-egg oil) and investigated its protective effects against insulin resistance in mice on a high-fat diet. The results showed that Pt-egg oil contained 52.05% phospholipids, 8.61% free fatty acids (especially eicosapentaenoic acid and docosahexaenoic acid), 32.38% triglyceride, 4.79% total cholesterol, and ditissimus astaxanthin. Animal experiments showed that Pt-egg oil significantly mitigated insulin resistance and was associated with reductions in blood glucose, insulin, glucose tolerance, insulin tolerance, serum lipids, and hepatic glycogen. Pt-egg oil activated the phosphatidylinositol 3-hydroxy kinase (PI3K)/protein kinase B (Akt)/glucose transporter 4 pathway in skeletal muscle both at the transcriptional level and at the translational level. Pt-egg oil also promoted hepatic glycogen synthesis through activation of the PI3K/Akt/glycogen synthase kinase-3 beta pathway. These indicate that Pt-egg oil can be used as an alternative to marine bioactive lipids to improve insulin resistance.