In recent years, microalgae have become a source of molecules for a healthy life. Their composition of carbohydrates, peptides, lipids, vitamins and carotenoids makes them a promising new source of antioxidant molecules. Skeletal muscle is a tissue that requires constant remodeling via protein turnover, and its regular functioning consumes energy in the form of adenosine triphosphate (ATP), which is produced by mitochondria. Under conditions of traumatic exercise or muscular diseases, a high production of reactive oxygen species (ROS) at the origin of oxidative stress (OS) will lead to inflammation and muscle atrophy, with life-long consequences. In this review, we describe the potential antioxidant effects of microalgae and their biomolecules on mitochondrial functions and skeletal muscular oxidative stress during exercises or in musculoskeletal diseases, as in sarcopenia, chronic obstructive pulmonary disease (COPD) and Duchenne muscular dystrophy (DMD), through the increase in and regulation of antioxidant pathways and protein synthesis.