Due to the many health-promoting properties of bee pollen and whey protein, both products are widely used as dietary supplements. According to these reports on their health-promoting properties, the aim of our study is to assess whether these products can influence the structure and function of the adrenal glands in rats. Thirty male Wistar rats were divided into six equal groups. Among them, there were three groups which included non-running rats and three groups which included running rats. Both of these running (n = 3) and non-running (n = 3) groups included non-supplemented (control groups), bee-pollen-supplemented groups, and whey-protein-supplemented groups. After 8 weeks, the rats were decapitated, their adrenal glands were collected, and paraffin slides were prepared. Then, staining according to the standard H&E and Masson’s trichrome protocols was performed. Fecal and urine samples were collected prior to the end of the study to measure corticosterone levels. In the group of non-running rats, the consumption of bee pollen was noted to be significantly higher when compared to the group of running rats (p < 0.05). The thickness of the particular adrenal cortex layers was similar among all of the groups (p > 0.05). The statistically significant changes in the microscopic structure of the adrenal glands, especially regarding cell nuclei diameter and structure, as well as the architecture of sinusoids, were observed between the groups. Moreover, urine corticosterone concentrations were found to vary between all of the analyzed groups (p < 0.05). These results indicate that both bee pollen and whey protein have limited stress-reducing potential.