Advances in single particle cryo-EM data collection and processing have seen a significant rise in its use. However, the influences of the environment generated through grid preparation, by for example interactions of proteins with the air-water interface are poorly understood and can be a major hurdle in structure determination by cryo-EM. Initial interactions of proteins with the air-water interface occur quickly and proteins can adopt preferred orientation or partially unfold within hundreds of milliseconds. It has also been shown previously that thin-film layers create hydroxyl radicals. To investigate the potential this might have in cryo-EM sample preparation, we studied two proteins, HSPD1, and beta-galactosidase, and show that cysteine residues are modified in a time-dependent manner. In the case of both HSPD1 and beta-galactosidase, this putative oxidation is linked to partial protein unfolding, as well as more subtle structural changes. We show these modifications can be alleviated through increasing the speed of grid preparation, the addition of DTT, or by sequestering away from the AWI using continuous support films. We speculate that the modification is oxidation by reactive oxygen species which are formed and act at the air-water interface. Finally, we show grid preparation on a millisecond timescale outruns cysteine modification, showing that the reaction timescale is in the range of 100s to 1,000s milliseconds and offering an alternative approach to prevent spontaneous cysteine modification and its consequences during cryo-EM grid preparation.