Long-term, high-intensity exercise can trigger stress response pathways in multiple organs, including the heart and lungs, gastrointestinal tract, skeletal muscle, and neuroendocrine system, thus affecting their material and energy metabolism, immunity, oxidative stress, and endocrine function, and reducing exercise function. As a natural, safe, and convenient nutritional supplement, probiotics have been a hot research topic in the field of biomedical health in recent years. Numerous studies have shown that probiotic supplementation improves the health of the body through the gut–brain axis and the gut–muscle axis, and probiotic supplementation may also improve the stress response and motor function of the body. This paper reviews the progress of research on the role of probiotic supplementation in material and energy metabolism, intestinal barrier function, immunity, oxidative stress, neuroendocrine function, and the health status of the body, as well as the underlying mechanisms.