Currently, research on athletes focuses on optimizing the nutritional status in order to adjust their minerals requirements. This study was designed to evaluate baseline nutritional status and the effect of a nutritional intervention based on magnesium (Mg) supplementation, on plasma and erythrocyte concentrations of Mg and zinc (Zn), and their relationship with training load. We analyzed training load by recording the training volume, intensity and rating of perceived exertion (RPE) during a four-month period, in 14 high-performance handball players. Intensity was studied in different levels of residual heart rate (RHR). We analyzed nutrient intake and plasma and erythrocyte concentrations of Mg and Zn by FAAS. All biomarkers were measured at baseline, after two months of dietary supplementation with Mg, and after two months without supplementation. RPE was associated with training volume at different intensities of RHR. Mg supplementation significantly increased plasma Mg levels during the supplemented period and preserved for subsequent changes in the non-supplemented period. Erythrocyte concentrations of Mg and Zn show associations between baseline and Mg supplementation. Mg levels were associated with training volume at different intensities after supplementation. In conclusion, our findings in high-performance handball players show that during competition, there is a relationship between erythrocyte Zn and Mg levels, regardless of Mg supplementation or Zn intake. Mg dietary supplementation tended to preserve changes in mineral levels during training and competition.