Fatigue is related to a variety of chronic diseases and has become a hot research topic in recent years. Various bioactive components have been extracted from hairtail fish (Trichiurus lepturus); however, none of these studies involved the anti-fatigue activity of hairtail fish glycoprotein (HGP). Thus, antioxidant experiments were conducted in vitro, and the anti-fatigue activity of HGP was further evaluated in BALB/c mice. The effects of HGP on the behavior of BALB/c mice were verified by classical behavioral experiments, and the indicators related to anti-fatigue activity were detected. The results showed that the antioxidant capacity in vitro of HGP increased gradually in the concentration range of 10 to 100 mg/mL. HGP improved the exercise ability of the mice. HGP was also found to significantly (p p p p < 0.05) increased by HGP, especially in the middle- and high-dose groups. These results enhance our understanding of the anti-fatigue function of HGP and lay an important foundation for the further development and utilization of hairtail fish resources.