Background/Objectives: Alzheimer’s disease (AD) is the most common type of dementia, characterized by complex processes such as neuro-inflammation, oxidative damage, synaptic loss, and neuronal death. Carotenoids are among the potential therapeutic molecules that have attracted attention due to their neuroprotective properties, but their efficacy is limited mainly by their capacity to cross the blood–brain barrier (BBB). Results: The results showed that T. chuii extracts could protect neuronal cells from neurotoxic damage, especially against L-glutamate and H2O2. Moreover, the BBB permeability and the intestinal transport analyses revealed that fucoxanthinol, crocoxanthin, diatoxanthin, neoxanthin, violaxanthin, and prasinoxanthin have diverse permeabilities depending on the incubation time and the cell model used. Fucoxanthinol was the carotenoid with the highest and similar permeability in HBMEC cells (4.41%, 5.13%, and 18.94% at 2, 4, and 24 h, respectively) and Caco-2 cells (7.01%, 8.63%, and 18.36% at the same times), while crocoxanthin, diatoxanthin, and neoxanthin showed different kinetics. Methods: The neuroprotective potential of two extracts obtained from Tetraselmis chuii microalga were evaluated against Aβ1-42-, L-glutamate-, and H2O2-induced toxicities in SH-SY5Y cells. In addition, the BBB permeability and the intestinal transepithelial transport of the main carotenoids present in the extracts were evaluated and compared using two cell culture models, HBMEC and Caco-2 cells. For that aim, the transport of the bioactive molecules across the barriers was evaluated using UHPLC-q-TOF-MS after 2, 4, and 24 h of incubation. Conclusions: These findings indicate that T. chuii is a promising natural source of bioactive compounds to develop functional foods against neurodegenerative diseases.