Background: Little is known about the interlinkages between dietary and plasma non-enzymatic antioxidant capacity (D-NEAC and P-NEAC, respectively) and the body’s antioxidant and inflammation response. Our aim was to explore these associations in 210 participants from two Spanish European Prospective Investigation into Cancer and Nutrition (EPIC) centers. (2) Methods: D-NEAC was estimated using published NEAC values in food. P-NEAC and total polyphenols (TP) were quantified by FRAP (ferric-reducing antioxidant power), TRAP (total radical-trapping antioxidant parameter), TEAC-ABTS (trolox equivalent antioxidant capacity-Azino Bis Thiazoline Sulfonic), ORAC (oxygen radical absorbance capacity) and Folin–Ciocalteu assays. Nutrient antioxidants (carotenes, α-tocopherol, ascorbic acid, retinol, uric acid, Q9 and Q10 coenzymes) and inflammation markers (IL-6, IL-8, CRP, TNF-α, PAI-I, resistin and adiponectin) were also analyzed. Spearman correlation and linear regression analyses were performed in association analyses. Analyses were stratified by covariates and groups were defined using cluster analysis. (3) Results: P-FRAP was correlated with D-NEAC, and significantly associated with P-NEAC in multivariate adjusted models. P-FRAP levels were also significantly associated with plasma antioxidants (log2 scale: TP β = 0.26; ascorbic acid β = 0.03; retinol β = 0.08; α-tocopherol β = 0.05; carotenes β = 0.02; Q10 β = 0.06; uric acid β = 0.25), though not with inflammation-related biomarkers. Different profiles of individuals with varying levels of P-NEAC and biomarkers were found. (4) Conclusions: P-NEAC levels were to some extent associated with D-NEAC and plasma antioxidants, yet not associated with inflammation response