This systematic review examined the effects of whole protein and commonly consumed amino acid supplements on markers of exercise-induced inflammation and oxidative stress and was reported according to the PRISMA guidelines. MEDLINE and SPORTDiscus were searched from inception until June 2021. The inclusion criteria were randomized clinical trials in humans, healthy adult participants (≥18 years), dietary protein/amino acid interventions, and measurements of oxidative stress/the redox status or inflammation post-exercise. The Cochrane Collaboration risk of bias 2 tool was used to critically appraise the studies. Data extracted from thirty-four studies were included in the systematic review (totaling 757 participants with only 10 females; age range 19–40 years). The included trials examined five types of whole protein and seven different amino acids supplements; most studies (n = 20) failed to identify statistically significant effects on markers of inflammation or oxidative stress after exercise; some (n = 14) showed either anti-inflammatory or antioxidant effects on some, but not all, markers. In conclusion, we found weak and inconsistent evidence that dietary protein/amino acid interventions can modify exercise-induced changes in oxidative stress and inflammation. However, given that these were not the primary outcomes in many of the included studies and many had design limitations, further research is warranted (Open Science Framework registration number: 10.17605/OSF.IO/AGUR2).