Inflammation and oxidative stress represent physiological response mechanisms to different types of stimuli and injury during critical illness. Its proper regulation is fundamental to cellular and organismal survival and are paramount to outcomes and recovery from critical illness. A proper maintenance of the delicate balance between inflammation, oxidative stress, and immune response is crucial for resolution from critical illness with important implications for patient outcome. The extent of inflammation and oxidative stress under normal conditions is limited by the antioxidant defense system of the human body, whereas the antioxidant capacity is commonly significantly compromised, and serum levels of micronutrients and vitamins significantly depleted in patients who are critically ill. Hence, the provision of antioxidants and anti-inflammatory nutrients may help to reduce the extent of oxidative stress and therefore improve clinical outcomes in patients who are critically ill. As existing evidence of the beneficial effects of antioxidant supplementation in patients who are critically ill is still unclear, actual findings about the most promising anti-inflammatory and antioxidative candidates selenium, vitamin C, zinc, and vitamin D will be discussed in this narrative review. The existing evidence provided so far demonstrates that several factors need to be considered to determine the efficacy of an antioxidant supplementation strategy in patients who are critically ill and indicates the need for adequately designed multicenter prospective randomized control trials to evaluate the clinical significance of different types and doses of micronutrients and vitamins in selected groups of patients with different types of critical illness.