Exercise simultaneously incites beneficial (e.g., signal) and harming (e.g., damage to macromolecules) effects, likely through the generation of reactive oxygen and nitrogen species (RONS) and downstream changes to redox homeostasis. Given the link between nuclear DNA damage and human longevity/pathology, research attempting to modulate DNA damage and restore redox homeostasis through non-selective pleiotropic antioxidants has yielded mixed results. Furthermore, until recently the role of oxidative modifications to mitochondrial DNA (mtDNA) in the context of exercising humans has largely been ignored. The development of antioxidant compounds which specifically target the mitochondria has unveiled a number of exciting avenues of exploration which allow for more precise discernment of the pathways involved with the generation of RONS and mitochondrial oxidative stress. Thus, the primary function of this review, and indeed its novel feature, is to highlight the potential roles of mitochondria-targeted antioxidants on perturbations to mitochondrial oxidative stress and the implications for exercise, with special focus on mtDNA damage. A brief synopsis of the current literature addressing the sources of mitochondrial superoxide and hydrogen peroxide, and available mitochondria-targeted antioxidants is also discussed.