The practice of physical exercise induces a series of physiological changes in the body at different levels, either acutely or chronically. During exercise, the increase in oxygen consumption promotes the production of reactive oxygen species (ROS) and reactive nitrogen species (RNS), which are necessary to maintain homeostasis. ROS/RNS activate cellular signaling pathways, such as the antioxidant cytoprotective systems, inflammation, and cell proliferation, which are crucial for cell survival. However, in exhaustive-extended physical exercise, workloads can exceed the endogenous antioxidant defenses, which may be related to impairment of muscle contraction, fatigue, and a decrease in athletic performance. This review addresses the role of some antioxidants from plant-derived extracts called phytochemicals that can mediate the response to oxidative stress induced by physical exercise by activating signaling pathways, such as Nrf2/Keap1/ARE, responsible for the endogenous antioxidant response and possibly having an impact on sports performance.