Improving dietary protein utilization is essential to increase sustainability and reduce nitrogenous waste in aquaculture. Among the physiological strategies proposed to optimize nutrient utilization, sustained swimming has emerged as an effective approach. In gilthead sea bream (Sparus aurata), this type of exercise promotes the use of carbohydrates and lipids as energy substrates, improving metabolic efficiency. Functional dietary additives have also been proposed to improve growth performance, including cysteamine, an antioxidant and growth-promoting properties in fish. However, the intestinal effects of dietary cysteamine supplementation in exercising fish remain poorly characterized. This study evaluated intestinal antioxidant status and digestive enzyme activity in gilthead sea bream fed a cysteamine-supplemented diet under moderate sustained swimming conditions. Fingerlings (3–5 g) were reared for 7 weeks under moderate sustained swimming conditions (2.5 body lengths s⁻¹) and were fed either a control diet or the same diet supplemented with 0.165% of cysteamine hydrochloride. Intestinal oxidative status was evaluated in pyloric caeca and proximal intestine by measuring lipid peroxidation (MDA), glutathione (GSH and GSSG), antioxidant enzyme activities, including superoxide dismutase (SOD), catalase (CAT), glutathione peroxidase (GPx), glutathione S-transferase (GST) and glutathione reductase (GR), as well as digestive enzyme activities (trypsin, chymotrypsin, lipase and amylase). Oxidative and antioxidant biomarkers revealed clear differences between intestinal regions, with higher MDA, GSH and GSSG levels in pyloric caeca than in proximal intestine. Cysteamine supplementation reduced lipid peroxidation in pyloric caeca (−48.7%), while decreasing SOD activity (−18.3%) and increasing GST activity (+37.8%) in proximal intestine, suggesting differential glutathione-related antioxidant regulation along the intestine. In contrast, digestive enzyme activities remained unchanged between groups, whereas supplemented fish showed increased relative intestinal length and improved growth performance. Overall, in gilthead sea bream under sustained swimming, 0.165% dietary cysteamine inclusion enhanced growth, intestinal antioxidant status and relative intestinal length while maintaining digestive enzyme activities.