Three xanthophylls [(3R,3′R,6′R)-lutein (1), (3R,3′S)-zeaxanthin (2), and (3R,3′S)-astaxanthin (3)] were used for the first time as initiators in the ring-opening polymerization (ROP) of ε-caprolactone (CL) catalyzed by tin(II) 2-ethylhexanoate [Sn(Oct)₂] for the synthesis of novel sustainable xanthophyll-containing poly(ε-caprolactone)s (xanthophylls-PCL). The obtained polyesters were characterized by ¹H and ¹³C NMR, FT-IR, DSC, SEC, and MALDI-TOF MS, and their use as additives in green lubricants was evaluated using a sliding friction test under boundary conditions. Xanthophylls-PCL were obtained with good conversions and with molecular weights determined by SEC to be between 2500 and 10 500 Da. The thermal properties of xanthophyll-polyesters showed a crystalline domain, detected by DSC. Lastly, the green lubricant activity of these polymers was evaluated and the results showed that xanthophylls-PCL could be employed as additives for biodegradable lubricant applications since they have better tribological behavior than current additives, which demonstrates their potential as future commercial materials with interesting eco-friendly properties for diverse applications.