Background: The relationship between dietary patterns and the malnutrition–inflammation–frailty complex in patients undergoing peritoneal dialysis (PD) is currently unknown. Our objective was to measure dietary nutrient intake and evaluate its association with malnutrition, inflammation, and frailty. Methods: We prospectively recruited adult PD patients. We assessed their dietary nutrient intake using a food frequency questionnaire. Frailty, malnutrition, and inflammation were evaluated by validated Frailty Score (FQ), Subjective Global Assessment (SGA), and Malnutrition-Inflammation Score (MIS). Results: A total of 209 patients were recruited for the study. Among them, 89 patients (42.6%) had an insufficient protein intake, and 104 patients (49.8%) had an insufficient energy intake. Additionally, 127 subjects were identified as frail, characterized by being older (61.9 ± 9.5 vs. 55.6 ± 12.8, p < 0.001), malnourished (SGA: 21.0 ± 2.7 vs. 22.7 ± 3.1, p < 0.001), and having a high inflammation burden (MIS: 10.55 ± 3.72 vs. 7.18 ± 3.61, p < 0.001). There was a significant correlation between dietary zinc intake and body mass index (r = 0.31, p < 0.001), SGA (r = 0.22, p = 0.01), and MIS (r = −0.22, p = 0.01). In the multivariate model, a higher dietary zinc intake predicted a higher SGA (beta 0.03, p = 0.003) and lower FQ (beta −0.38, p < 0.001) and MIS (beta −0.14, p < 0.001), indicating a better nutrition, less frail and inflamed state. A higher dietary zinc intake was also associated with a lower odds of being frail (adjusted odds ratio 0.96, p = 0.009). Conclusion: Dietary inadequacy and micronutrient deficiency are common among the PD population. Dietary zinc intake is independently associated with an improved nutrition, physical condition, and reduced inflammatory state.