Background: A healthy, well-balanced diet plays an essential role in respiratory diseases. Since micronutrient deficiency is relatively common in patients with chronic obstructive pulmonary disease (COPD), micronutrient supplementation might have the beneficial health effects in those patients. This systematic review and meta-analysis aimed to demonstrate the impact of micronutrient supplementation on the lung function of patients with COPD. Methods: The PubMed, Cochrane Library, and Web of Science databases were searched from their corresponding creation until February 2024. Search terms included ‘chronic obstructive pulmonary disease’, ‘COPD’, ‘micronutrients’, ‘dietary supplements’, ‘vitamins’, ‘minerals’, and ‘randomized controlled trials’. Meta-analysis was performed to evaluate the effects of micronutrient supplementation alone or complex on lung function in patients with COPD. Results: A total of 43 RCTs fulfilled the inclusion criteria of this study. Meta-analysis revealed that vitamin D supplementation could significantly improve FEV1% (WMDdifferences between baseline and post-intervention (de): 6.39, 95% CI: 4.59, 8.18, p < 0.01; WMDpost-intervention indicators (af): 7.55, 95% CI: 5.86, 9.24, p < 0.01) and FEV1/FVC% (WMDde: 6.88, 95%CI: 2.11, 11.65, WMDaf: 7.64, 95% CI: 3.18, 12.10, p < 0.001), decrease the odds of acute exacerbations, and improve the level of T-cell subsets, including CD3+%, CD4+%, CD8+%, and CD4+/CD8+% (all p < 0.01). The effects of compound nutrients intervention were effective in improving FEV1% (WMDde: 8.38, 95%CI: 1.89, 14.87, WMDaf: 7.07, 95%CI: −0.34, 14.48) and FEV1/FVC% (WMDde: 7.58, 95% CI: 4.86, 10.29, WMDaf: 6.00, 95% CI: 3.19, 8.81). However, vitamin C and vitamin E supplementation alone had no significant effects on lung function (p > 0.05). Conclusions: Micronutrient supplementation, such as vitamin D alone and compound nutrients, has improved effect on the lung function of patients with COPD. Therefore, proper supplementation with micronutrients would be beneficial to stabilize the condition and restore ventilation function for COPD patients.