Algal pigments are gaining increased demand in the food, cosmetic, and pharmaceutical industries due to their antioxidant properties and various other functional components. In particular, there is a growing interest in using these pigments as natural food colorants, driven by consumer demand for health-conscious and environmentally friendly alternatives. This chapter focuses on six commercially produced edible microalgae (Euglena, Chlorella, Dunaliella, Haematococcus, Chlamydomonas, and Arthrospira (Spirulina)) used for food applications. Certain types of stress can lead to the formation of reactive oxygen species (ROS) in algae, triggering the enhanced synthesis of antioxidant pigments as an adaptive response. Unlike genetic modification, stress-induced pigment production is a safe and natural approach, making it well suited for food-related applications. Both traditional and cutting-edge methods of promoting pigment production in algae in response to various stress conditions are reviewed in this chapter, with a focus on the latest research findings. The effects of different stress factors, such as light (high light intensity, monochromatic light, ultraviolet light), nutrient deprivation (nitrogen, phosphorus, sulfur), salinity, heavy metals, temperature, pH, desiccation, electromagnetic fields (electrical stimulation, magnetic fields), ultrasound, nanoparticles, and hydrogen peroxide, on pigment synthesis in these microalgae are explored. In addition, our findings on the coloration of Euglena gracilis induced by dried bonito stock and intense red light exposure are also introduced. Through these insights, identifying appropriate stressors and their optimal application conditions can contribute to the advancement of sustainable natural pigment production and open up possibilities for large-scale industrial pigment production.