Physical exercise is considered to be one of the beneficial factors of a proper lifestyle and is nowadays seen as an indispensable element for good health, able to lower the risk of disorders of the cardiovascular, endocrine and osteomuscular apparatus, immune system diseases and the onset of potential neoplasms. A moderate and programmed physical exercise has often been reported to be therapeutic both in the adulthood and in aging, since capable to promote fitness. Regular exercise alleviates the negative effects caused by free radicals and offers many health benefits, including reduced risk of all-cause mortality, sarcopenia in the skeletal muscle, chronic disease, and premature death in elderly people. However, physical performance is also known to induce oxidative stress, inflammation, and muscle fatigue. Many efforts have been carried out to identify micronutrients and natural compounds, also known as nutraceuticals, able to prevent or attenuate the exercise-induced oxidative stress and inflammation.The aim of this review is to discuss the benefits deriving from a constant physical activity and by the intake of antioxidant compounds to protect the body from oxidative stress. The attention will be focused mainly on three natural antioxidants, which are quercetin, resveratrol and curcumin. Their properties and activity will be described, as well as their benefits on physical activity and on aging, which is expected to increase through the years and can get favorable benefits from a constant exercise activity.