Sulfur-containing antioxidants are an important part of the antioxidant defense systems in living organisms under the frame of a thiol–disulfide equilibrium. Among them, l-cysteine, l-homocysteine, l-methionine, glutathione, and α-lipoic acid are the most typical representatives. Their actions in living systems are briefly discussed. Being electroactive, sulfur-containing antioxidants are interesting analytes to be determined using various types of electrochemical sensors. Attention is paid to the chemically modified electrodes with various nanostructured coverages. The analytical capabilities of electrochemical sensors for sulfur-containing antioxidant quantification are summarized and discussed. The data are summarized and presented on the basis of the electrode surface modifier applied, i.e., carbon nanomaterials, metal and metal oxide nanoparticles (NPs) and nanostructures, organic mediators, polymeric coverage, and mixed modifiers. The combination of various types of nanomaterials provides a wider linear dynamic range, lower limits of detection, and higher selectivity in comparison to bare electrodes and sensors based on the one type of surface modifier. The perspective of the combination of chromatography with electrochemical detection providing the possibility for simultaneous determination of sulfur-containing antioxidants in a complex matrix has also been discussed.