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Neurodegenerative diseases (NDDs), including Alzheimer’s disease and Parkinson’s disease, are characterized by progressive neuronal loss driven by oxidative stress, mitochondrial dysfunction, and impaired cellular homeostasis. Emerging research highlights a complex interplay between physical exercise and antioxidant mechanisms in the regulation of redox balance and neuroprotection. This review evaluates the integrative effects of exercise and antioxidant interventions on molecular pathways involved in NDDs, emphasizing mechanistic and translational findings from both preclinical and clinical studies. This narrative review was informed by a structured literature search conducted in PubMed, Scopus, and Web of Science, focusing on studies investigating exercise, antioxidants, and NDDs. Current studies indicate that vitamins, trace elements (particularly selenium and zinc), endogenous antioxidant systems, and flavonoids may interact with exercise through partially overlapping mechanisms that may influence neurodegenerative processes. These interventions influence several interconnected molecular pathways, including redox-sensitive Nrf2 signaling, BDNF-mediated neuroplasticity, autophagy, mitochondrial plasticity, and gut-brain axis communication. Exercise-induced activation of redox-sensitive pathways enhances endogenous antioxidant defenses. Under appropriate conditions, antioxidant supplementation may complement these adaptations by limiting excessive oxidative stress and supporting cellular metabolism. Available data suggest that combined exercise-antioxidant interventions may provide additional neuroprotective benefits in some experimental settings; however, these effects are highly context-dependent and are not consistently superior to exercise alone. Furthermore, exercise-antioxidant interactions may influence epigenetic regulation and neurotrophic signaling, thereby contributing to neuroprotection. However, the literature remains limited by substantial heterogeneity in intervention protocols, antioxidant type, dosage and timing, exercise characteristics, disease stage, and the scarcity of large-scale clinical trials. Future research should prioritize clinical validation and clarify how antioxidant type, dosage, timing, and exercise parameters influence adaptive redox signaling, hormetic responses, and neuroprotective outcomes.