Oxidative stress (OS) plays, perhaps, the most important role in the advanced aging process, cognitive impairment and pathogenesis of neurodegenerative disorders. The process generates tissue damage via specific mechanisms on proteins, lipids and nucleic acids of the cells. An imbalance between the excessive production of oxygen- and nitrogen-reactive species and antioxidants leads to a progressive decline in physiological, biological and cognitive functions. Accordingly, we need to design and develop favourable strategies for stopping the early aging process as well as the development of neurodegenerative diseases. Exercise training and natural or artificial nutraceutical intake are considered therapeutic interventions that reduce the inflammatory process, increase antioxidant capacities and promote healthy aging by decreasing the amount of reactive oxygen species (ROS). The aim of our review is to present research results in the field of oxidative stress related to physical activity and nutraceutical administration for the improvement of the aging process, but also related to reducing the neurodegeneration process based on analysing the beneficial effects of several antioxidants, such as physical activity, artificial and natural nutraceuticals, as well as the tools by which they are evaluated. In this paper, we assess the recent findings in the field of oxidative stress by analysing intervention antioxidants, anti-inflammatory markers and physical activity in healthy older adults and the elderly population with dementia and Parkinson’s disease. By searching for studies from the last few years, we observed new trends for approaching the reduction in redox potential using different tools that evaluate regular physical activity, as well as antioxidant and anti-inflammatory markers preventing premature aging and the progress of disabilities in neurodegenerative diseases. The results of our review show that regular physical activity, supplemented with vitamins and oligomolecules, results in a decrease in IL-6 and an increase in IL-10, and has an influence on the oxidative metabolism capacity. In conclusion, physical activity provides an antioxidant-protective effect by decreasing free radicals and proinflammatory markers.