Oxidative stress is described as the production of reactive oxygen species and nitrogen species to an extent that cannot be neutralized by the antioxidant defense system. Physical exercise is one of the significant causes of oxidative stress in cells (mitochondria, apoplast, chloroplasts, peroxisomes). Oxidative stress-induced damage to the cellular structure later leads to impairment of endothelial function and the development of atherosclerotic lesions as well as aging, diabetes, neurological disorder, cancer, etc. The relationship between exercise and oxidative stress is very intricate, depending on the duration and intensity of exercise. There is a supportive endogenous antioxidant defense system. But, when oxidative stress exceeds, oral intake of antioxidants through diet must increase. Thus, having an adequate intake of vitamins and minerals is the best way to maintain an optimum antioxidant level. Regular consumption of fruits, vegetables, nuts and seeds, legumes and beans, sprouts, and whole grains are an effective approach to attain all requirement of antioxidant in sports personnel. In this review, we outline the effect of antioxidants obtained from the dietary sources or supplements on oxidative stress (exercise-induced), and the effect of exercise on oxidative stress biomarkers which has already been studied. This study will help sports personnel to maintain a healthy diet after blood analysis and physiological tests.