A well-functioning immune system is essential for human health and well-being. Micronutrients such as vitamins A, C, D, E, and zinc have several functions throughout the immune system, yet inadequate nutrient intakes are pervasive in the US population. A large body of research shows that nutrient inadequacies can impair immune function and weaken the immune response. Here, we present a new analysis of micronutrient usual intake estimates based on nationally representative data in 26,282 adults (>19 years) from the 2005–2016 National Health and Nutrition Examination Surveys (NHANES). Overall, the prevalence of inadequacy (% of population below estimated average requirement [EAR]) in four out of five key immune nutrients is substantial. Specifically, 45% of the U.S. population had a prevalence of inadequacy for vitamin A, 46% for vitamin C, 95% for vitamin D, 84% for vitamin E, and 15% for zinc. Dietary supplements can help address nutrient inadequacy for these immune-support nutrients, demonstrated by a lower prevalence of individuals below the EAR. Given the long-term presence and widening of nutrient gaps in the U.S.—specifically in critical nutrients that support immune health—public health measures should adopt guidelines to ensure an adequate intake of these micronutrients. Future research is needed to better understand the interactions and complexities of multiple nutrient shortfalls on immune health and assess and identify optimal levels of intake in at-risk populations.