The outbreak of pneumonia caused by severe acute respiratory syndrome coronavirus-2 (SARS-CoV-2), later named COVID-19 by the World Health Organization (WHO), was initiated at Wuhan, Hubei, China, and there was a rapid spread of novel SARS-CoV-2 and the disease COVID-19 in late 2019. The entire world is now experiencing the challenge of COVID-19 infection. However, still very few evidence-based treatment options are available for the prevention and treatment of COVID-19 disease. The present review aims to summarize the publicly available information to give a comprehensive yet balanced scientific overview of all the fat-soluble vitamins concerning their role in SARS-CoV-2 virus infection. The roles of different fat-soluble vitamins and micronutrients in combating SARS-CoV-2 infection have been recently explored in several studies. There are various hypotheses to suggest their use to minimize the severity of COVID-19 infection. These vitamins are pivotal in the maintenance and modulation of innate and cell-mediated, and antibody-mediated immune responses. The data reported in recent literature demonstrate that deficiency in one or more of these vitamins compromises the patients' immune response and makes them more vulnerable to viral infections and perhaps worse disease prognosis. Vitamins A, D, E, and K boost the body's defense mechanism against COVID-19 infection and specifically prevent its complications such as cytokine storm and other inflammatory processes, leading to increased morbidity and mortality overemphasis. However, more detailed randomized double-blind clinical pieces of evidence are required to define the use of these supplements in preventing or reducing the severity of the COVID-19 infection.