Introduction: Very few nutritional supplements have scientifi cally demonstrated their effectiveness as an ergogenic aid. This review will examine creatine monohydrate (MC), the β-hydroxy-β-methylbutyrate (HMB), sodium bicarbonate (BS), the β-alanine and caffeine. Objectives: To analyze the effi cacy, mechanisms of action, dose, side effects and some sports that can benefi t from their consumption. Methods: Searching in PubMed bibliographic database reviews from the last 15 years and original articles from the last 5 years of the studied substances. Results: Doses of 20 mg/day for 4-7 days are effective in improving strength and muscular power and performance in short and repeated sprints. HMB at doses of 3 g/day for at least 2 weeks contributes to increased lean mass and fat-free mass. The intake of 0.3 g/kg of BS improves performance on tests of 400-1,500 meters in athletics and intermittent sprints. Meanwhile, doses of 80 mg/kg/day of β-alanine for 4-10 weeks may improve performance in high-intensity intermittent exercise. Finally, caffeine at doses of 2 mg/kg improves responsiveness and 3-6 mg/kg improves performance in endurance tests. Conclusions: The revised supplements have shown their effi cacy in physical performance, but it is needed to keep in mind that most studies have been conducted with recreational-level athletes. Generally, the better the individual´s fi tness level is the less improvement in physical performance the supplement shows. However, an increase of only 1% may sometimes allow the athlete to advance several positions in a fi nal. Finally, we should draw attention to the importance of optimizing nutrition before considering the introduction of sports supplements, especially in children and youth. All analyzed substances have scientifi c basis supporting its ergogenic effect. All of them can be found in the market with Certifi cate of Quality and Purity.