Exposure to high altitude, which is associated with decreased oxygen pressure, could result in oxidative/reductive stress, enhanced generation of reactive oxygen and nitrogen species (RONS), and related oxidative damage to lipids, proteins, and DNA. The severity of oxidative challenge is related to the degree of altitude. A wide range of RONS generating systems are activated during exposure to high altitude, including the mitochondrial electron transport chain, xanthine oxidase, and nitric oxide synthase. High altitude appears to weaken the enzymatic and non-enzymatic antioxidant systems, and increased nutritional uptake of antioxidant vitamins are beneficial to reduce the altitude-induced oxidative damage. The pattern of high altitude exposure-associated oxidative damage resembles ischemia/reperfusion injury. The adaptive process to this oxidative challenge requires a relatively long period of time. Physical exercise or an enhanced level of physical activity at high altitude, exacerbates the extent of the oxidative challenge. Therefore, special attention is necessary to curb the degree of oxidative stress.