Prostate cancer (PCa), the most commonly diagnosed cancer and second leading cause of male cancer death in Western societies, is typically androgen-dependent, a characteristic that underlies the rationale of androgen deprivation therapy (ADT). Approximately 90% of patients initially respond to ADT strategies, however many experience side effects including hot flashes, cardiotoxicity, metabolic and musculoskeletal alterations. This review summarizes pre-clinical and clinical studies investigating the ability of dietary supplements to alleviate adverse effects arising from ADT. In particular, we focus on herbal compounds, phytoestrogens, selenium (Se), fatty acids (FA), calcium, and Vitamins D and E. Indeed, there is some evidence that calcium and Vitamin D can prevent the development of osteoporosis during ADT. On the other hand, caution should be taken with the antioxidants Se and Vitamin E until the basis underlying their respective association with type 2 diabetes mellitus and PCa tumor development has been clarified. However, many other promising supplements have not yet been subjected large-scale clinical trials making it difficult to assess their efficacy. Given the demographic trend of increased PCa diagnoses and dependence on ADT as a major therapeutic strategy, further studies are required to objectively evaluate these supplements as adjuvant for PCa patients receiving ADT.