Retrograde pathways occurring between chloroplasts, mitochondria, and the nucleus involve oxidative and antioxidative signals that, working in a synergistic or antagonistic mode, control the expression of specific patterns of genes following stress perception. Increasing evidence also underlines the relevance of mitochondrion-chloroplast-nucleus crosstalk in modulating the whole cellular redox metabolism by a controlled and integrated flux of information. Plants can maintain the acquired tolerance by a stress memory, also operating at the transgenerational level, via epigenetic and miRNA-based mechanisms controlling gene expression. Data discussed in this review strengthen the idea that ROS, redox signals, and shifts in cellular redox balance permeate the signalling network leading to cross-tolerance. The identification of specific ROS/antioxidative signatures leading a plant to different fates under stress is pivotal for identifying strategies to monitor and increase plant fitness in a changing environment. This review provides an update of the plant redox signalling network implicated in stress responses, in particular in cross-tolerance acquisition. The interplay between reactive oxygen species (ROS), ROS-derived signals, and antioxidative pathways is also discussed in terms of plant acclimation to stress in the short and long term.