Cells continuously produce free radicals and reactive oxygen species (ROS) as part of metabolic processes. These free radicals are neutralized by an elaborate antioxidant defense system consisting of enzymes such as catalase, superoxide dismutase, glutathione peroxidase, and numerous non-enzymatic antioxidants, including vitamins A, E and C, glutathione, ubiquinone, and flavonoids. Exercise can produce an imbalance between ROS and antioxidants, which is referred to as oxidative stress. Dietary antioxidant supplements are marketed to and used by athletes as a means to counteract the oxidative stress of exercise. Whether strenuous exercise does, in fact, increase the need for additional antioxidants in the diet is not clear. This review examines the markers used to determine oxidative stress in blood and muscle samples (e.g. lipid peroxidation, expired pentane, malondialdehyde (MDA), F2-isoprostanes, congugated dienes, and 8-hydroxy-2'-deoxyguanosine (8-OhdG)), the changes in oxidative stress markers induced by exercise, and whether athletes require antioxidant supplements.