Complementary and alternative medicine (CAM) supplements are widely used by cancer patients. Dietary supplements, vitamins and minerals, herbal remedies, and antioxidants are especially popular. In a systematic literature review, 37 studies, each including more than 1000 participants, on CAM, dietary supplement, and vitamin use among cancer patients were identified. Accordingly, cancer patients use antioxidants such as vitamin C (from 2.6% (United Kingdom) to 41.6% (United States)) and vitamin E (from 2.9% (China) to 48% (United States)). Dietary supplements and vitamins are taken for different reasons, but often during conventional cancer treatment involving chemotherapy or radiotherapy and in a self-decided manner without seeking medical advice from healthcare professionals. Drug–drug interactions with dietary supplements or vitamins involving multiple signaling pathways are well described. Since most of the anticancer drugs generate reactive oxygen species (ROS), an adaptive stress response of healthy and malignant cells, mainly driven by the Nrf-2-Keap I network, can be observed. On the one hand, healthy cells should be protected from ROS-overproducing chemotherapy and radiotherapy; on the other hand, ROS production in cancer cells is a “desirable side effect” during anticancer drug treatment. We here describe the paradoxical use of antioxidants and supplements during cancer therapy, possible interactions with anticancer drugs, and the involvement of the Nrf-2 transcription factor.