Micronutrients, especially vitamins, play an important role in the evolution of cardiovascular diseases (CVD). It has been speculated that additional intake of vitamins may reduce the CVD burden by acting on the inflammatory and oxidative response starting from early stages of atherosclerosis, when the vascular impairment might still be reversible or, at least, slowed down. The current review assesses the role of major vitamins on subclinical atherosclerosis process and the potential clinical implications in patients without CVD. We have comprehensively examined the literature data for the major vitamins: A, B group, C, D, and E, respectively. Most data are based on vitamin E, D and C supplementation, while vitamins A and B have been scarcely examined for the subclinical atherosclerosis action. Though the fundamental premise was optimistic, the up-to-date trials with vitamin supplementation revealed divergent results on subclinical atherosclerosis improvement, both in healthy subjects and patients with CVD, while the long-term effect seems minimal. Thus, there are no conclusive data on the prevention and progression of atherosclerosis based on vitamin supplementation. However, given their enormous potential, future trials are certainly needed for a more tailored CVD prevention focusing on early stages as subclinical atherosclerosis.