In this work, antimony trioxide (Sb2O3) has been doped into MgB2 samples to act as an additive. The doping level varies from 2.5 to 15 wt%. The effects of Sb2O3 addition on the lattice parameters, critical temperature (Tc), critical current density (Jc), and upper critical field (Hc2) have been investigated in detail. It has been found that Sb2O3 doping results in a small depression in Tc. The Jc value is 2.4 × 103 A·cm−2 for the 2.5% Sb2O3-doped sample at 5 K and 8 T, which is more than two times higher than for the undoped sample. The significant Jc improvement at high fields is attributed to the Hc2 enhancement caused by the increased disorder.