The aim of this study was to investigate the effect of a series of 20 whole-body cryotherapy sessions and 20 winter swimming sessions on the level of catalase, glutathione peroxidase and superoxide dismutase. The experimental group consisted of 60 people (30 people received cryotherapy and 30 people swam in cold water). The control group—without intervention: 30 people. Each of the three groups was tested twice. Analyzing the changes in the examined indicators, a statistical increase of CAT was observed in men after the use of WBC, as well as an increase of SOD in women and a decrease of SOD in men after the winter swimming season. Regular WS does not seem to place an excessive burden on the body in terms of intensifying oxidative processes. WS sessions once a week can be recommended as an effective method of improving health by causing positive adaptive changes and strengthening the body’s antioxidant barrier. WBC may be used as an adjunct therapy in the treatment of diseases caused by oxidative stress, as it improves the body’s antioxidant capacity. Further research is needed to elucidate antioxidant mechanisms in humans and to determine the short- and long-term effects of exposure to WS and WBC.