The last two decades have seen the development of effective therapies, which have saved the lives of a large number of melanoma patients. However, therapeutic options are still limited for patients without BRAF mutations or in relapse from current treatments, and severe side effects often occur during therapy. Thus, additional insights to improve treatment efficacy with the aim to decrease the likelihood of chemoresistance, as well as reducing side effects of current therapies, are required. Natural products offer great opportunities for the discovery of antineoplastic drugs, and still represent a useful source of novel molecules. Among them, essential oils, representing the volatile fraction of aromatic plants, are always being actively investigated by several research groups and show promising biological activities for their use as complementary or alternative medicine for several diseases, including cancer. In this review, we focused on studies reporting the mechanism through which essential oils exert antitumor action in preclinical wild type or mutant BRAF melanoma models. We also discussed the latest use of essential oils in improving cancer patients’ quality of life. As evidenced by the many studies listed in this review, through their effect on apoptosis and tumor progression-associated properties, essential oils can therefore be considered as potential natural pharmaceutical resources for cancer management.