Novel mitochondria targeting nanocarriers were prepared using triphenylphosphonium bromide (TPP)-modified whey protein isolate (WPI)–dextran (DX) conjugates by self-assembly method for astaxanthin mitochondria targeting delivery. The nanocarriers of astaxanthin-loaded WPI–DX and astaxanthin-loaded TPP–WPI–DX were 135.26 and 193.64 nm, respectively, which exhibited a spherical structure and good dispersibility. The mitochondria targeting nanocarriers had good stability in the stimulated blood fluid. In vitro experiments indicated that the TPP-modified nanocarriers could effectively realize lysosomes escape, and specifically accumulate in the cell mitochondria. Simultaneously, the astaxanthin-loaded nanocarriers could significantly reduce reactive oxygen species generation produced from hydrogen peroxide, protect the normal levels of the mitochondrial membrane potential, and dramatically promote the vitality of leukemia cells in mouse macrophage (RAW 264.7) cells. The present study highlights the promising application of mitochondria targeting nanocarriers for enhanced delivery of astaxanthin.