Vitamins, minerals, and antioxidants are compounds that are essential for numerous biological functions. Ensuring their adequate dietary intake is not only crucial for overall health and well-being but also fundamental for successful adaptation to exercise training through efficient recovery and regeneration. Athletes turn frequently to vitamin, mineral, and antioxidant supplementation, sometimes in overdoses, believing that this enhances their response to the high demands of training and competition. In reality, however, just meeting their increased energy requirements through a nutrient-dense diet is almost certainly sufficient for fulfilling the micronutrient needs of athletes. What is more, evidence indicates that antioxidant supplementation may adversely impact recovery from and adaptation to exercise. Yet, under specific conditions, such as nutrient deficiency, low-energy diets, infection, or intense physical exertion, supplementing certain micronutrients in the diet could facilitate recovery, regeneration, and adaptation to exercise stress.