Exercise redox biochemistry is of considerable interest owing to its translational value in health and disease. However, unaddressed conceptual, methodological and technical issues complicate attempts to unravel how exercise alters redox homeostasis in health and disease. Conceptual issues relate to misunderstandings that arise when the chemical heterogeneity of redox biology is disregarded: which often complicates attempts to use redox-active compounds and assess redox signalling. Further, that oxidised macromolecule adduct levels reflect formation and repair is seldom considered. Methodological and technical issues relate to the use of out-dated assays and/or inappropriate sample preparation techniques that confound biochemical redox analysis. After considering each of the aforementioned issues, we outline how each issue can be resolved and provide a unifying set of recommendations. We specifically recommend that investigators: consider chemical heterogeneity, use redox-active compounds judiciously, abandon flawed assays, carefully prepare samples and assay buffers, consider repair/metabolism, use multiple biomarkers to assess oxidative damage and redox signalling.