Obesity causes fat accumulation, and sarcopenia causes loss of muscle mass and strength; together, they worsen insulin resistance and accelerate muscle decline, creating a harmful cycle. Some supplements, along with physical exercise, could be remedies for sarcopenic obesity (SO). In this review, we aim to draw a comparison between supplements studied in experimental research and those evaluated in clinical studies for SO. In experimental studies, Sea Buckthorn—in forms such as oil, freeze-dried powder or pomace—has been shown to enhance muscle cell growth, improve gut microbiota, provide hypoglycemic benefits and increase muscle mass by promoting protein synthesis. Increased consumption of Omega-3 fatty acids may play a protective role against SO in women. Melatonin may positively impact obesity and SO by reducing oxidative stress. Elevated irisin levels, such as those observed with vitamin D supplementation, could prevent muscle wasting and fat gain in SO by improving insulin sensitivity and reducing inflammation. There have been many studies highlighting the potential of vitamin D in preventing age related sarcopenia; however, the effect of vitamin D supplementation in SO is under-researched and appears less promising. Future clinical trials using natural supplements hold promise, as these provide multiple beneficial components that may work synergistically to treat SO.