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Regular exercise with the appropriate intensity and duration may improve an athlete’s physical capacities by targeting different performance determinants across the endurance–strength spectrum aiming to delay fatigue. The mechanisms of muscle fatigue depend on exercise intensity and duration and may range from substrate depletion to acidosis and product inhibition of adenosinetriphosphatase (ATPase) and glycolysis. Fatigue mechanisms have been studied in isolated muscles; single muscle fibers (intact or skinned) or at the level of filamentous or isolated motor proteins; with each approach contributing to our understanding of the fatigue phenomenon. In vivo methods for monitoring fatigue include the assessment of various functional indices supported by the use of biochemical markers including blood lactate levels and more recently redox markers. Blood lactate measurements; as an accompaniment of functional assessment; are extensively used for estimating the contribution of the anaerobic metabolism to energy expenditure and to help interpret an athlete’s resistance to fatigue during high intensity exercise. Monitoring of redox indices is gaining popularity in the applied sports performance setting; as oxidative stress is not only a fatigue agent which may play a role in the pathophysiology of overtraining syndrome; but also constitutes an important signaling pathway for training adaptations; thus reflecting training status. Careful planning of sampling and interpretation of blood biomarkers should be applied; especially given that their levels can fluctuate according to an athlete’s lifestyle and training histories.