Although moderate physical exercise is considered an essential component of a healthy lifestyle that leads the organism to adapt itself to different stresses, exercise, especially when exhaustive, is also known to induce oxidative stress, inflammation, and muscle damage. Many efforts have been carried out to identify dietary strategies or micronutrients able to prevent or at least attenuate the exercise-induced muscle damage and stress. Unfortunately most studies have failed to show protection, and at the present time data supporting the protective effect of micronutrients, as antioxidant vitamins, are weak and trivial. This review focuses on those polyphenols, present in the plant kingdom, that have been recently suggested to exert some positive effects on exercise-induced muscle damage and oxidative stress. In the last decade flavonoids as quercetin, catechins, and other polyphenols as resveratrol have caught the scientists attention. However, at the present time drawing a clear and definitive conclusion seems to be untimely.