A confectionery product for consumption before, during and/or after physical exercise is described. The confectionery product comprises a hard candy outer portion and a core of chewy candy encapsulated in the hard candy outer portion. The hard candy outer portion comprises a first nutritional supplement formulated for consumption before physical exercise. The core of chewy candy comprises a second nutritional supplement formulated for consumption during and/or after physical exercise. In use, the hard candy outer portion is consumed before the core so as to sequentially deliver the first and second nutritional supplements to the consumer. A method of sequentially delivering nutritional supplements respectively formulated to be consumed before, during and/or after physical exercise, and a method of preparing a confectionery product for consumption before, during and/or after physical exercise are also described.