Vitamin deficiencies have a serious impact on healthy aging in older people. Many age-related disorders have a direct or indirect impact on nutrition, both in terms of nutrient assimilation and food access, which may result in vitamin deficiencies and may lead to or worsen disabilities. Frailty is characterized by reduced functional abilities, with a key role of malnutrition in its pathogenesis. Aging is associated with various changes in body composition that lead to sarcopenia. Frailty, aging, and sarcopenia all favor malnutrition, and poor nutritional status is a major cause of geriatric morbidity and mortality. In the present narrative review, we focused on vitamins with a significant risk of deficiency in high-income countries: D, C, and B (B6/B9/B12). We also focused on vitamin E as the main lipophilic antioxidant, synergistic to vitamin C. We first discuss the role and needs of these vitamins, the prevalence of deficiencies, and their causes and consequences. We then look at how these vitamins are involved in the biological pathways associated with sarcopenia and frailty. Lastly, we discuss the critical early diagnosis and management of these deficiencies and summarize potential ways of screening malnutrition. A focused nutritional approach might improve the diagnosis of nutritional deficiencies and the initiation of appropriate clinical interventions for reducing the risk of frailty. Further comprehensive research programs on nutritional interventions are needed, with a view to lowering deficiencies in older people and thus decreasing the risk of frailty and sarcopenia.