One of the proposed nutritional therapies to support drug therapy in COVID-19 is the use of a ketogenic diet (KD) or ketone bodies. In this review, we summarized the evidence from tissue, animal, and human models and looked at the mechanisms of action of KD/ketone bodies against COVID-19. KD/ketone bodies were shown to be effective at the stage of virus entry into the host cell. The use of β-hydroxybutyrate (BHB), by preventing the metabolic reprogramming associated with COVID-19 infection and improving mitochondrial function, reduced glycolysis in CD4+ lymphocytes and improved respiratory chain function, and could provide an alternative carbon source for oxidative phosphorylation (OXPHOS). Through multiple mechanisms, the use of KD/ketone bodies supported the host immune response. In animal models, KD resulted in protection against weight loss and hypoxemia, faster recovery, reduced lung injury, and resulted in better survival of young mice. In humans, KD increased survival, reduced the need for hospitalization for COVID-19, and showed a protective role against metabolic abnormalities after COVID-19. It appears that the use of KD and ketone bodies may be considered as a clinical nutritional intervention to assist in the treatment of COVID-19, despite the fact that numerous studies indicate that SARS-CoV-2 infection alone may induce ketoacidosis. However, the use of such an intervention requires strong scientific validation.