Diet and nutrition play a fundamental role not only in human body composition and in physiology, but have also relevant effects on mood, mental well-being and cognitive performance. In particular, the preservation of mental well-being through a healthy lifestyle, including a well-balanced diet and, in case, through the intake of specific food supplements, is of particular relevance in the perspective of global human ageing, as the brain is affected significantly by a persistent presence of stress factors. Due to the increasing burden of mental and neurological disorders and to the universality of food as a modifiable risk factor, even limited improvements in nutritional habits may translate to a considerable rise of well-being and mental health in the global population. Moreover, the use of targeted, well-balanced food supplements aiming to support the mental health and well-being will probably represent a relevant tool in future decades, together with an increased awareness of the importance of nutrition, also considering the COVID-19 pandemic and the related stressful events and limitations we are still experiencing at global level. The aim of this review is to summarize the experimental and clinical data reported in the literature concerning the beneficial effects of a subset of micro- and macronutrients contained both in food and in supplements, namely magnesium, folic acid, docosahexaenoic acid, eicosapentaenoic acid, and alpha-tocopherol, on a series of disorders, including stress, anxiety, low sleep quality, and low cognitive performance.