Exaggerated oxidative stress and hyper-inflammation are essential features of oxidative/inflammatory diseases. Simultaneously, both processes may be the cause or consequence of mitochondrial dysfunction, thus establishing a vicious cycle among these three factors. However, several natural substances, including melatonin and micronutrients, may prevent or attenuate mitochondrial damage and may preserve an optimal state of health by managing the general oxidative and inflammatory status. This review aims to describe the crucial role of mitochondria in the development and progression of multiple diseases as well as the close relationship among mitochondrial dysfunction, oxidative stress, and cytokine storm. Likewise, it attempts to summarize the main findings related to the powerful effects of melatonin and some micronutrients (vitamins and minerals), which may be useful (alone or in combination) as therapeutic agents in the treatment of several examples of oxidative/inflammatory pathologies, including sepsis, as well as cardiovascular, renal, neurodegenerative, and metabolic disorders.