Introduction: Very few nutritional supplements have scientifically demonstrated their effectiveness as an ergogenic aid. This review will examine creatine monohydrate (MC), the β-hydroxy-β-methylbutyrate (HMB), sodium bicarbonate (BS), the β-alanine and caffeine. Objectives: To analyze the effi cacy, mechanisms of action, dose, side effects and some sports that can benefit from their consumption. Methods: Searching in PubMed bibliographic database reviews from the last 15 years and original articles from the last 5 years of the studied substances. Results: Doses of 20 mg/day for 4-7 days are effective in improving strength and muscular power and performance in short and repeated sprints. HMB at doses of 3 g/day for at least 2 weeks contributes to increased lean mass and fat-free mass. The intake of 0.3 g/kg of BS improves performance on tests of 400-1,500 meters in athletics and intermittent sprints. Meanwhile, doses of 80 mg/kg/day of β-alanine for 4-10 weeks may improve performance in high-intensity intermittent exercise. Finally, caffeine at doses of 2 mg/kg improves responsiveness and 3-6 mg/kg improves performance in endurance tests. Conclusions: The revised supplements have shown their efficacy in physical performance, but it is needed to keep in mind that most studies have been conducted with recreational-level athletes. Generally, the better the individual´s fitness level is the less improvement in physical performance the supplement shows. However, an increase of only 1% may sometimes allow the athlete to advance several positions in a final. Finally, we should draw attention to the importance of optimizing nutrition before considering the introduction of sports supplements, especially in children and youth. All analyzed substances have scientific basis supporting its ergogenic effect. All of them can be found in the market with Certificate of Quality and Purit