Background and Objectives: Starting in early December 2019, the novel Coronavirus Disease (COVID-19) from infection with COVID-19 has caused a global pandemic. Many aspects of its pathogenesis and related clinical consequences are still unclear. Early diagnosis and dynamic monitoring of prognostic factors are essential to improve the ability to manage COVID-19 infection. This study aimed to provide an account of the role played by vitamins C and D on the onset, progression and severity of COVID-19. Clinical features and infection-related risk factors are also briefly discussed. Material and Methods: In March 2022, the main online databases were accessed. All the articles that investigate the possible role of vitamins C and D on COVID-19 susceptibility, severity and progression were considered. Results: The current evidence on vitamin C and D supplementation in patients with COVID-19 infection is inconsistent and controversial. In some studies, vitamins were used as coadjuvant of a formal experimental therapy, while in others as main treatment. Ethnicity and hospital setting (inpatient/outpatient) were also variable. Moreover, there was no consensus between studies in administration protocol: high heterogeneity in dosage, administration, and duration of the treatment were evident. Finally, some studies administered vitamins pre- and/or during COVID infection, in patients with different risk factors and infection severity. Conclusions: While waiting to develop a targeted, safe and effective therapy, it is important to investigate individual predisposition and proper disease management. Concluding, available data on the use of nutraceuticals in COVID-19 are inconsistent. However, there is a lack of evidence-based guidelines which recommend vitamin C and D supplementation in patients with COVID-19, and results from high quality randomised controlled trials (RCTs) are inconsistent. Current investigations so far are mostly observational, and include a relatively small sample size which can lead to biased results. Large-scale multicentre studies are therefore needed.