Alzheimer’s disease (AD) is a progressive neurodegenerative disorder associated with cognitive decline and characterized by amyloid-β plaques and neurofibrillary tau tangles. Although AD’s exact pathophysiology remains unclear, oxidative stress is known to play a role in the neurodegenerative process. Since no curative treatment exists, antioxidants represent a potential treatment for AD due to their ability to modulate oxidative stress. Therefore, this review aims to examine the impact of antioxidant supplementation and its potential mechanisms on cognitive function. The review primarily discusses research articles published between 2012 and 2022 reporting the results of clinical trials involving antioxidant supplementation on cognitive function in individuals with AD. Antioxidant supplementation included probiotics, selenium, melatonin, resveratrol, rosmarinic acid, carotenoids, curcumin, vitamin E, and coenzyme Q. While the studies included in this review did not provide much evidence for the beneficial role of antioxidant supplements on cognitive function in AD, the results varied from antioxidant to antioxidant and among trials examining the same antioxidant. Furthermore, many of the studies’ findings face several limitations, including short trial durations, small sample sizes, and a lack of diversity among study participants. As a result, more research is required to examine the impact of antioxidant supplementation on cognitive function in AD.