This short communication explores the intervening role of dietary supplementation on the inter-relationship between exercise and pain. There were two studies on caffeine, three studies on ginger, one study on fluid intake, one study on magnesium, and one study on herbal supplement ephedra. Existing evidence points out the apparently beneficial role of caffeine and oral magnesium supplements, inconsistent role of ginger, and potentially harmful role of herbal supplement ephedra and reconstituted fruit juices with high carbohydrate content on muscle performance and exercise-induced muscle pain.This article highlighted the role of dietary supplements in mediating the interaction between exercising and pain, which is important for clinicians ad researchers using nutritional and diet interventions as adjunct to exercise therapy for people with primary complaints of pain.