Compression clothing is a special elastic garment with a designed compression gradient that can be worn on the limbs, upper, lower or whole bodies for therapy and sports. The effects of compression garment on performance (e.g., maximum strength, aerobic performance, sprint speed, jump height), and recovery (e.g., body temperature, muscle swelling, blood lactate count) are intensively discussed. Sports compression clothing is designed to affect muscle tissue and can be combined (with or without sleeves, up to the level of the ankles, up to the level of the knees, up to the upper thighs or as a closed swimsuit); separate parts (leggings, shorts, swimwear, T-shirt). Research suggests that wearing compression as a way to recover can reduce noticeable muscle pain and muscle swelling due to an external pressure gradient and increase the removal of by-products from metabolism through an improved muscle pump. Current findings suggest that wearing compression garments to runners may slightly improve variables associated with endurance performance (i.e., time to exhaustion), due to improved running economy, biomechanical variables, perception, and muscle temperature. The benefit is also manifested in the reduction of muscle pain, damage and inflammation. The study’s findings suggest that compression may offer an athletic advantage in maintaining repetitive strength activities, which may be beneficial for athletic competitions that require frequent explosive efforts. A positive trend toward a favorable effect during recovery was shown: follow-up improved in five of the eight studies in which it was measured, and the perception of muscle damage was reduced in five of the six studies. In conclusion, the use of compression garments during recovery from exercise is beneficial.