Transport stress prior to slaughter frequently induces a stress response, negatively affecting meat quality. This study investigated the impact of dietary potassium magnesium sulphate (PMS) supplementation during the fattening stage on the stress response and meat quality in finishing pigs subjected to transport stress. The experiment involved two phases. Initially, 48 finishing pigs (68.00 ± 0.40 kg) were randomly allocated into two groups: a control group receiving a basal diet (CON) and a PMS-supplemented group receiving the basal diet with 0.50% PMS. Each group was housed in six pens, with four pigs per pen. After 60 days of feeding, in the second phase, two pigs from each pen were randomly selected for slaughter, with one pig subjected to a 4 h transportation stress prior to slaughter. Pigs were categorized into four treatment groups based on diet and stress: (1) control without transport stress, (2) control with transport stress, (3) PMS-supplemented without transport stress, and (4) PMS-supplemented with transport stress. Serum, jejunum, and longissimus thoracis muscle (LM) samples were collected. The results indicated that dietary PMS supplementation did not significantly affect growth performance during the fattening stage (p > 0.05). However, following transport, the PMS pigs showed a reduction in norepinephrine and cortisol concentrations (p = 0.09, p < 0.05) and a significant increase in serum glutathione peroxidase (GSH-Px) activity (p < 0.05). Furthermore, PMS supplementation significantly increased serum catalase (CAT), total antioxidant capacity (T-AOC), alkaline phosphatase (AKP) activity, and high-density lipoprotein cholesterol (HDL-C) levels (p < 0.05), while significantly reducing cholesterol (CHO) levels (p < 0.05). Transport stress adversely affected the intestinal health of finishing pigs, as evidenced by a decrease in intestinal villus height (0.05 < p < 0.1), a condition ameliorated by PMS supplementation. Additionally, transported pigs exhibited a higher drip loss24h in LM (p < 0.05), which was also alleviated through PMS supplementation. In conclusion, PMS supplementation mitigates transport stress and improves meat quality in finishing pigs.