Background: This review aims to identify the current indications and gaps in the management of fat-soluble vitamins in pediatric patients with cholestasis. Methods: A comprehensive review of the literature using PubMed, Scopus, Web of Science and Embase was performed. Two authors independently identified the most relevant studies published over the past 20 years up to February 2022, including original papers, narrative reviews, observational studies, clinical trials, systematic reviews and meta-analyses. The literature was screened, and preclinical studies about pathogenetic mechanisms were also included. Keywords searched for each fat-soluble vitamin (A, D, E and K), alone or in combination, were “cholestasis”, “chronic liver disease”, “biliary atresia”, “malnutrition” and “nutritional needs”. Studies published prior to the selected time range were searched manually and, when considered relevant, included within the list of references. Results: Eight hundred twenty-six articles were initially screened. From these, 48 studies were selected. A comparison of the recommended methods of supplementation for fat-soluble vitamins was then carried out. The causes of malabsorption were explained and current methods for defining deficiency and monitoring complications were summarized. Conclusions: According to the literature, children with cholestasis are at a higher risk of fat-soluble vitamin deficiency. Although there are general recommendations, the treatment for vitamin deficiency is not uniformly validated.