Generation of reactive oxygen species (ROS) is a normal process in the life of aerobic organisms. Under physiological conditions, these deleterious species are mostly removed by the cellular antioxidant systems, which include antioxidant vitamins, protein and non-protein thiols, and antioxidant enzymes. Since the antioxidant reserve capacity in most tissues is rather marginal, strenuous physical exercise characterized by a remarkable increase in oxygen consumption with concomitant production of ROS presents a challenge to the antioxidant systems. An acute bout of exercise at sufficient intensity has been shown to stimulate activities of antioxidant enzymes. This could be considered as a defensive mechanism of the cell under oxidative stress. However, prolonged heavy exercise may cause a transient reduction of tissue vitamin E content and a change of glutathione redox status in various body tissues. Deficiency of antioxidant nutrients appears to hamper antioxidant systems and augment exercise-induced oxidative stress and tissue damage. Chronic exercise training seems to induce activities of antioxidant enzymes and perhaps stimulate GSH levels in body fluids. Recent research suggest that supplementation of certain antioxidant nutrients are necessary for physically active individuals.