The role of the induction of oxidative stress as the mechanism of action of many antitumor drugs is acquiring an increasing interest. In such cases, the antitumor therapy success may be conditioned by the antioxidants present in our own body, which can be synthesized de novo (endogenous) or incorporated through the diet and nutritional supplements (exogenous). In this paper, we have reviewed different aspects of antioxidants, including their classification, natural sources, importance in diet, consumption of nutritional supplements, and the impact of antioxidants on health. Moreover, we have focused especially on the study of the interaction between antioxidants and antitumor therapy, considering both radiotherapy and chemotherapy. In this regard, we found that the convenience of administration of antioxidants during cancer treatment still remains a very controversial issue. In general terms, antioxidants could promote or suppress the effectiveness of antitumor treatment and even protect healthy tissues against damage induced by oxidative stress. The effects may depend on many factors discussed in the paper. These factors should be taken into consideration in order to achieve precise nutritional recommendations for patients. The evidence at the moment suggests that the supplementation or restriction of exogenous antioxidants during cancer treatment, as appropriate, could contribute to improving its efficiency.