Antioxidant supplements are widely consumed by the general public; however, their effects of on exercise performance are controversial. The aim of this study was to examine the effects of an antioxidant cocktail (α-lipoic acid, vitamin E and coenzyme Q10) on exercise performance, muscle function and training adaptations in mice. C57Bl/J6 mice were placed on antioxidant supplement or placebo-control diets (n = 36/group) and divided into trained (8 wks treadmill running) (n = 12/group) and untrained groups (n = 24/group). Antioxidant supplementation had no effect on the running performance of trained mice nor did it affect training adaptations; however, untrained female mice that received antioxidants performed significantly better than placebo-control mice (p ≤ 0.05). Furthermore, antioxidant-supplemented females (untrained) showed elevated respiratory capacity in freshly excised muscle fibers (quadriceps femoris) (p ≤ 0.05), reduced oxidative damage to muscle proteins (p ≤ 0.05), and increased expression of mitochondrial proteins (p ≤ 0.05) compared to placebo-controls. These changes were attributed to increased expression of proliferator-activated receptor gamma coactivator 1α (PGC-1α) (p ≤ 0.05) via activation of AMP-activated protein kinase (AMPK) (p ≤ 0.05) by antioxidant supplementation. Overall, these results indicate that this antioxidant supplement exerts gender specific effects; augmenting performance and mitochondrial function in untrained females, but does not attenuate training adaptations.