The use of dietary supplements is widespread in the general population, in athletes and recreational exercisers, and in military personnel. A wide array of supplements is available, but protein-containing products are consistently among the most popular, especially among those who engage in resistance training. There are significant risks associated with the use of unregulated dietary supplements. Risks include the absence of active ingredients, the presence of harmful substances (including microbiological agents and foreign objects), the presence of toxic agents, and the presence of potentially dangerous prescription-only pharmaceuticals. There is ample evidence of athletes who have failed doping tests because of the use of dietary supplements. There is also growing evidence of risks to health and of serious adverse events, including a small number of fatalities, as a result of supplement use. The risk associated with the use of protein powders produced by major manufacturers is probably low, and the risk can be further reduced by using only products that have been tested under one of the recognized supplement quality assurance programs that operate in various countries. Nevertheless, a small risk remains, and athletes, soldiers, and other consumers should conduct a cost-benefit analysis before using any dietary supplements.