In the last few years the sports world, both professional and amateur, has seen an improvement in the number of athletes, as much as the disciplines practiced. This improvement has motivated the economic concern on the development of different supplements such as energy drinks. These drinks should be geared to improve sport performance in several aspects such as aerobic and anaerobic endurance, strength and muscle power, and even athlete's cognitive level. We found caffeine, taurine, guarana, and ginseng, and also different multivitamin and mineral complexes as examples of substances that are added to improve sport performance. The effect of these substances on the sport performance must be reviewed to determine if they imply the supposed improvement in the sport performance, and if they can imply different health issues or the involvement of the athlete in a doping situation. Taking into account all the above, the present chapter examines all these subjects in greater depth.