Insulin resistance is a characteristic feature of type 2 diabetes. Sulforaphane (SFN) is a natural antioxidant extracted from the cruciferous vegetables. Recent study reported that SFN exhibits excellent anti-diabetic effects, however, the underlying mechanism is still unclear. This study aimed to investigate the therapeutic effects of SFN on a high-fat diet (HFD)-induced insulin resistance and potential mechanism. SFN was found to effectively reduce body weight, fasting blood glucose and hyperlipidemia, and improve liver function in HFD-fed mice. Furthermore, SFN effectively increased glucose uptake and improved insulin signaling in palmitic acid (PA)-induced HepG2 cells. SFN also led to increased expression of antioxidant genes downstream of Nrf2 and decreased accumulation of lipid peroxides MDA and 4-HNE, both in vivo and in vitro. Further studies revealed that SFN significantly reduced glutathione peroxidase 4 (GPx4) inactivation-mediated oxidative stress by activating the AMPK and Nrf2 signaling pathways. In PA-induced HepG2 cells and flies, the alleviation of insulin resistance by SFN was diminished by GPx4 inhibitor. Taken together, SFN ameliorated HFD-induced insulin resistance by activating the AMPK-Nrf2-GPx4 pathway, providing new insights into SFN as a therapeutic compound for the alleviation of insulin resistance.