Oxidative damage to proteins results in biological dysfunctions such as perturbed activity in enzymes, transport proteins, and receptors. Here, we investigated structural damage to proteins induced by free radicals. Structural alterations to lysozyme, human serum albumin (HSA) and beta-lactoglobulin A were monitored by capillary zone electrophoresis. Four well-known antioxidants (quercetin, melatonin, Trolox, and chlorogenic acid) were examined for their ability to inhibit protein damage and to bind to these proteins. Melatonin and chlorogenic acid, which did not bind to any of the three proteins under study, showed scavenging and protective activities well correlated with the amount of free radicals generated. Trolox, which bound only to HSA, was a better protector of HSA than of the two other proteins, indicating that its antioxidant capacity is increased by a shielding effect. Finally, quercetin was a good antioxidant in protecting lysozyme and beta-lactoglobulin A, but its binding to HSA resulted in a pro-oxidant effect that accelerated HSA fragmentation. These results demonstrate that binding of an antioxidant to a protein may potentiate protection or damage depending on the properties of the antioxidant.