Appropriate nutrition is an essential prerequisite for effective improvement of athletic performance, conditioning, recovery from fatigue after exercise, and avoidance of injury. Nutritional supplements containing carbohydrates, proteins, vitamins, and minerals have been widely used in various sporting fields to provide a boost to the recommended daily allowance. In addition, several natural food components have been found to show physiological effects, and some of them are considered to be useful for promoting exercise performance or for prevention of injury. However, these foods should only be used when there is clear scientific evidence and with understanding of the physiological changes caused by exercise. This article describes various "functional foods" that have been reported to be effective for improving exercise performance or health promotion, along with the relevant physiological changes that occur during exercise.