Sports nutrition products are increasingly expected to deliver bioactive compounds that aid in recovery, reduce fatigue, and support physiological regulation, going beyond merely providing energy and nutrients. However, many bioactive compounds face challenges such as poor aqueous dispersibility, limited stability, low bioaccessibility, or inefficient absorption, which hinder their practical use in real food products. This review critically examines food-grade, gel-based delivery systems for bioactive compounds in sports nutrition from a design-driven perspective. It focuses on hydrogels, microgels, emulsion gels, protein gel matrices, and multicomponent gel architectures that prioritize structural stability, digestion-triggered responsiveness, and compatibility with food. Key design principles are discussed, including the need to maintain stability during processing and storage, balance protection with release, and tailor delivery structures to sports-specific constraints such as gastrointestinal tolerance, osmotic load, nutrient timing, and changes in digestion related to exercise. The review also analyzes the effectiveness of gel-based and hybrid systems in liquid, solid, and semi-solid sports nutrition products, emphasizing how the product format and consumption scenario can influence delivery performance. A design decision framework is proposed to align bioactive properties, food format, target release profile, and exercise-stage requirements with appropriate delivery architectures. Current challenges are also addressed, including difficulties in predicting structure–function relationships, limited robustness during scale-up processes, and inadequate functional evaluation. Overall, gel-based food delivery systems provide a promising solution for improving the stability, release behavior, and practical functionality of bioactives in sports nutrition.