The pandemic caused by the new coronavirus has caused shock waves in many countries, producing a global health crisis worldwide. Lack of knowledge of the biological mechanisms of viruses, plus the absence of effective treatments against the disease (COVID-19) and/or vaccines have pulled factors that can compromise the proper functioning of the immune system to fight against infectious diseases into the spotlight. The optimal status of specific nutrients is considered crucial to keeping immune components within their normal activity, helping to avoid and overcome infections. Specifically, the European Food Safety Authority (EFSA) evaluated and deems six vitamins (D, A, C, Folate, B6, B12) and four minerals (zinc, iron, copper and selenium) to be essential for the normal functioning of the immune system, due to the scientific evidence collected so far. In this report, an update on the evidence of the contribution of nutritional factors as immune-enhancing aspects, factors that could reduce their bioavailability, and the role of the optimal status of these nutrients within the COVID-19 pandemic context was carried out. First, a non-systematic review of the current state of knowledge regarding the impact of an optimal nutritional status of these nutrients on the proper functioning of the immune system as well as their potential role in COVID-19 prevention/treatment was carried out by searching for available scientific evidence in PubMed and LitCovid databases. Second, a compilation from published sources and an analysis of nutritional data from 10 European countries was performed, and the relationship between country nutritional status and epidemiological COVID-19 data (available in the Worldometers database) was evaluated following an ecological study design. Furthermore, the potential effect of genetics was considered through the selection of genetic variants previously identified in Genome-Wide Association studies (GWAs) as influencing the nutritional status of these 10 considered nutrients. Therefore, access to genetic information in accessible databases (1000genomes, by Ensembl) of individuals from European populations enabled an approximation that countries might present a greater risk of suboptimal status of the nutrients studied. Results from the review approach show the importance of maintaining a correct nutritional status of these 10 nutrients analyzed for the health of the immune system, highlighting the importance of Vitamin D and iron in the context of COVID-19. Besides, the ecological study demonstrates that intake levels of relevant micronutrients—especially Vitamins D, C, B12, and iron—are inversely associated with higher COVID-19 incidence and/or mortality, particularly in populations genetically predisposed to show lower micronutrient status. In conclusion, nutrigenetic data provided by joint assessment of 10 essential nutrients for the functioning of the immune system and of the genetic factors that can limit their bioavailability can be a fundamental tool to help strengthen the immune system of individuals and prepare populations to fight against infectious diseases such as COVID-19.