Lipid accumulation, chronic inflammation, and endothelial dysfunction represent key pathological hallmarks of coronary atherosclerosis, a progressive vascular disease and a leading contributor to global cardiovascular morbidity and mortality. Among the emerging molecular mechanisms implicated in atherogenesis, ferroptosis—a distinct, non-apoptotic, iron-dependent form of regulated cell death triggered by lipid peroxidation—has attracted significant research interest due to its potential role in vascular cell injury and plaque instability. Thymosin beta-4 (Tβ4), a highly conserved, multifunctional peptide best known for its actin-sequestering properties, has demonstrated notable cytoprotective, anti-inflammatory, and antioxidant effects in cardiovascular tissues under stress conditions. Despite this, the precise involvement of Tβ4 in modulating ferroptosis within the context of coronary atherosclerosis remains poorly understood and underexplored in current literature. This review aims to explore the putative anti-ferroptotic role of Tβ4 in coronary atherosclerosis and to examine the molecular mechanisms through which it may protect vascular cells—such as endothelial cells, smooth muscle cells, and macrophages—from ferroptosis-induced injury. By integrating current evidence on ferroptotic signaling and Tβ4’s regulatory functions, this article highlights the therapeutic potential of targeting Tβ4 as a novel intervention to prevent or mitigate the progression of atherosclerotic cardiovascular disease.