Currently, an increasing amount of evidence supports the notion that vitamins C, D and E, carotenoids, and omega-3 fatty acids may protect against the progression of chronic respiratory diseases. Although chronic obstructive pulmonary disease (COPD) primarily affects the lung, it is often accompanied by extrapulmonary manifestations such as weight loss and malnutrition, skeletal muscle dysfunction, and an excess of harmful oxidants, which can lead to a decline in quality of life and possible death. Recently, the role of various vitamins, minerals, and antioxidants in mitigating the effects of environmental pollution and smoking has received significant attention. Therefore, this review evaluates the most relevant and up-to-date evidence on this topic. We conducted a literature review between 15 May 2018 and 15 May 2023, using the electronic database PubMed. Our search keywords included COPD, chronic obstructive pulmonary disease, FEV1, supplementation: vitamin A, vitamin D, vitamin E, vitamin C, vitamin B, omega-3, minerals, antioxidants, specific nutrient supplementations, clinical trials, and randomized controlled trials (RCTs). We focused on studies that measured the serum levels of vitamins, as these are a more objective measure than patient self-reports. Our findings suggest that the role of appropriate dietary supplements needs to be reconsidered for individuals who are predisposed to or at risk of these conditions.