Our bodies are constantly exposed to or producing free radicals nearly on a daily basis. These highly reactive molecules are generated through a variety of internal and external processes and pathways within the body. If these free radicals are not neutralized by antioxidants, they can lead to a state of oxidative stress, which has been linked to a wide range of severe and debilitating disorders affecting various systems in the human body. This involves neurodegenerative diseases, diabetes, atherosclerosis, fatty liver, inflammation, and aging. Thankfully, the human body is armed with a repertoire of powerful antioxidants with different natures and modes of action. The recent decades witnessed the publication of enormous papers proving antioxidant activity of a novel synthesized compound, plant extract, or a purified drug in vitro, in vivo, and even on human beings. However, the efficacy of antioxidant therapies in clinical trials, including selenium, vitamin C, vitamin E, and vitamin A, has been notably inconsistent. This inconsistency can be primarily ascribed to different factors related to the nature of free radical generation, purpose and the specific type of therapy employed, and the intricate oxidative stress connected network, among others. Collectively, these factors will be explored in this review article to decipher the observed shortcomings in the application of antioxidant therapies within clinical settings.