The aim of this commentary was to discuss the last studies regarding the effect of antioxidant vitamins supplementation on oxidative stress in exercise in humans. The inclusion criteria encompassed published studies done in adult males and females between 2006 and 2013. The keywords used in the search engine were: endurance athlete, diet, oxidative stress, physical activity, diet, nutrition, antioxidant, antioxidant status, vitamin C, vitamin A, vitamin E, β-carotene and combinations. Twelve studies were identified and organized according to the methodology and results of supplementation: ergogenic, ergolytic, partial or no difference between groups. The results of these studies showed no effect on physiological parameters and activity of antioxidant enzymes (n = 07), better response of the placebo treatment (ergolytic effect; n = 02), partial results (n = 01) and ergogenic results of antioxidant supplementation (n = 02). It is concluded that supplementation with antioxidant vitamins has controversial effects to oxidative damage induced by endurance exercise. The discordances among the studies are presented and discussed.