Introduction Adaptive responses to exercise training (ET) are crucial in maintaining physiologic homeostasis and health span. Exercise-induced aerobic bioenergetic reactions in the mitochondria and cytosol increase production of reactive oxygen species, where excess of reactive oxygen species can be scavenged by enzymatic and nonenzymatic antioxidants (AO) to protect against deleterious oxidative stress. Free radicals, however, have recently been recognized as crucial signaling agents that promote adaptive mechanisms to ET, such as mitochondrial biogenesis, AO enzyme activity defense system upregulation, insulin sensitivity, and glucose uptake in the skeletal muscle. Commonly used nonenzymatic AO supplements, such as vitamins C and E, -lipoic acid, and polyphenols, in combination with ET, have been proposed as ways to prevent exercise-induced oxidative stress and hence improve adaptation responses to endurance training. Methods During the PubMed search, we selected studies that examined and compared ET effects with and without administration of commonly used AO supplements. Results Preclinical and clinical studies to date have shown inconsistent results indicating either positive or negative effects of endurance training combined with different blends of AO supplements (mostly vitamins C and E and -lipoic acid) on redox status, mitochondrial biogenesis pathways, and insulin sensitivity. Preclinical reports on ET combined with resveratrol, however, have shown consistent positive effects on exercise performance, mitochondrial biogenesis, and insulin sensitivity, with clinical trials reporting mixed effects. Relevant clinical studies have been few and have used inconsistent results and methodology (types of compounds, combinations, and supplementation time). Conclusions The future studies should investigate the effects of specific AO and other popular supplements, such as -lipoic acid and resveratrol, on training effects in humans. Of particular importance are older adults who may be at higher risk of age-related increased oxidative stress, an impaired AO enzyme defense system, and comorbidities such as hypertension, insulin resistance, and diabetes.