Currently, there is a greater interest in natural antioxidant compounds, specifically, in those integrated to foods of animal origin, such as milk, eggs and fish. These foods present chemical compounds such as proteins, lipids, carotenoids, vitamins and minerals, whose antioxidant capacity has been studied. Peptides derived from proteins are compounds with the highest antioxidant activity. This review aimed at describing the antioxidant capacity of proteins and peptides derived from milk, egg and fish. Additionally, the mechanisms of antioxidant action, their bioavailability and the nutritional implications of each food will be discussed.