Multiple Myeloma (MM) is the second most prevalent hematologic malignancy, and its incidence has been increasing enormously in recent years. The prognosis of MM has changed radically with the introduction of new drugs that have improved life expectancy; recurrences are a common occurrence during the course of the disease and are characterized by an increase in refractory to treatment. Moreover, MM patients are challenged by quality of life-related concerns while limited conventional therapy may be offered. This includes bone pain and dialysis due to the complications of acute renal failure. We, therefore, believe that it is very important to add new treatment modalities, including supplements, nutritional modifications, acupuncture, and mind–body therapies, with the goal of improving treatment tolerance, effectiveness, and patients’ quality of life. Moreover, many patients use some of these supplements on their own, in the hope of reducing the side effects, so it is even more important to know their action and potential. The purpose of this review is to illustrate all these strategies potentially available to enrich our approach to this, to date, incurable disease.