  Some catastrophic stellar explosions, such as supernovae (SNe), compact
binary coalescences, and micro-tidal disruption events, are believed to be
embedded in the accretion disks of active galactic nuclei (AGN). We show
high-energy neutrinos can be produced efficiently through $pp$-interactions
between shock-accelerated cosmic rays and AGN disk materials shortly after the
explosion ejecta shock breaks out of the disk. AGN stellar explosions are ideal
targets for joint neutrino and electromagnetic (EM) multimessenger
observations. Future EM follow-up observations of neutrino bursts can help us
search for yet-discovered AGN stellar explosions. We suggest that AGN stellar
explosions could potentially be important astrophysical neutrino sources. The
contribution from AGN stellar explosions to the observed diffuse neutrino
background depends on the uncertain local event rate densities of these events
in AGN disks. By considering thermonuclear SNe, core-collaspe SNe, gamma-ray
burst associated SNe, kilonovae, and choked GRBs in AGN disks with known
theoretical local event rate densities, we show that these events may
contribute to $\lesssim10\%$ of the observed diffuse neutrino background.
