Metabolic energy production naturally generates unwanted products such as reactive oxygen species (ROS), causing oxidative damage. Oxidative damage has been linked to several pathologies, including diabetes, premature aging, neurodegenerative diseases, and cancer. ROS were therefore originally anticipated as an imperative evil, a product of an imperfect system. More recently, however, the role of ROS in signaling and tumor treatment is increasingly acknowledged. This review addresses the main types, sources, and pathways of ROS in melanoma by linking their pleiotropic roles in antioxidant and oxidant regulation, hypoxia, metabolism, and cell death. In addition, the implications of ROS in various physical therapy modalities targeting melanoma, such as radiotherapy, electrochemotherapy, hyperthermia, photodynamic therapy, and medical gas plasma, are also discussed. By including ROS in the main picture of melanoma skin cancer and as an integral part of cancer therapies, a greater understanding of melanoma cell biology is presented, which ultimately may elucidate additional clues on targeting therapy resistance of this most deadly form of skin cancer.