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Physiological challenges during one part of the annual cycle can carry over and affect performance at a subsequent phase, and antioxidants could be one mediator of trade-offs between phases. We performed a controlled experiment with zebra finches to examine how songbirds use nutrition to manage trade-offs in antioxidant allocation between endurance flight and subsequent reproduction. Our treatment groups included (1) a non-supplemented, non-exercised group (control group) fed a standard diet with no exercise beyond that experienced during normal activity in an aviary; (2) a supplemented non-exercised group fed a water- and lipid-soluble antioxidant-supplemented diet with no exercise; (3) a non-supplemented exercised group fed a standard diet and trained to perform daily endurance flight for 6 weeks; and (4) a supplemented exercised group fed an antioxidant-supplemented diet and trained to perform daily flight for 6 weeks. After flight training, birds were paired within treatment groups for breeding. We analyzed eggs for lutein and vitamin E concentrations and the plasma of parents throughout the experiment for non-enzymatic antioxidant capacity and oxidative damage. Exercised birds had higher oxidative damage levels than non-exercised birds after flight training, despite supplementation with dietary antioxidants. Supplementation with water-soluble antioxidants decreased the deposition of lipid-soluble antioxidants into eggs and decreased yolk size. Flight exercise also lowered deposition of lutein, but not vitamin E, to eggs. These findings have important implications for future studies of wild birds during migration and other oxidative challenges.