Strenuous exercise increases oxygen consumption and causes disturbance of intracellular pro‐oxidant–antioxidant homeostasis. The mitochondrial electron transport chain, polymorphoneutrophil, and xanthine oxidase have been identified as major sources of intracellular free radical generation during exercise. Reactive oxygen species pose a serious threat to the cellular antioxidant defense system, such as diminished reserve of antioxidant vitamins and glutathione, and increased tissue susceptibility to oxidative damage. However, enzymatic and nonenzymatic antioxidants have demonstrated great adaptation to acute and chronic exercise. The delicate balance between pro‐oxidants and antioxidants suggests that supplementation of antioxidants may be desirable for physically active individuals under certain physiological conditions by providing a larger protective margin.