Background: Primary dysmenorrhea is considered to be one of the most common gynecological complaints, affecting women’s daily activities and social life. The severity of dysmenorrhea varies among women, and its management is of high importance for them. Given that non-steroidal anti-inflammatory drugs (NSAIDs), the established treatment for dysmenorrhea, are associated with many adverse events, alternative therapeutic options are under evaluation. Emerging evidence correlates management of dysmenorrhea with micronutrients, especially vitamins. Purpose: The aim of this narrative review is to highlight and provide evidence of the potential benefits of vitamins for the management of dysmenorrhea. Methods: The articles were searched on PubMed, Scopus and Google Scholar. The searching process was based on keywords, such as “primary dysmenorrhea”, “vitamins”, “supplementation”, “vitamin D”, “vitamin E” and others. Our search focused on data derived from clinical trials, published only during the last decade (older articles were excluded). Results: In this review, 13 clinical trials were investigated. Most of them supported the anti-inflammatory, antioxidant and analgesic properties of vitamins. Particularly, vitamins D and E revealed a desirable effect on dysmenorrhea relief Conclusion: Despite the scarcity and heterogeneity of related research, the studies indicate a role of vitamins for the management of primary dysmenorrhea, proposing that they should be considered as alternative therapeutic candidates for clinical use. Nevertheless, this correlation warrants further research.