More than one year has passed since the first cases of coronavirus disease 2019 (COVID-19) caused by severe acute respiratory syndrome (SARS)-CoV-2 coronavirus were reported in Wuhan (China), rapidly evolving into a global pandemic. This infectious disease has become a major public health challenge in the world. Unfortunately, to date, no specific antivirals have been proven to be effective against COVID-19, and although a few vaccines are available, the mortality rate is not decreasing but is still increasing. One therapeutic strategy has been focused on infection prevention and control measures. In this regard, the use of nutraceutical supports may play a role against some aspect of the infection, particularly the inflammatory state and the immune system function of patients, thus representing a strategy to control the worst outcomes of this pandemic. For this reason, we performed an overview including meta-analyses and systematic reviews to assess the association among melatonin, vitamin C, vitamin D, zinc supplementation and inflammatory markers using three databases, namely, MEDLINE, PubMed Central and the Cochrane Library of Systematic Reviews. According to the evidence available, an intake of 50,000 IU/month of vitamin D showed efficacy in CRP. An amount of 1 to 2 g per day of vitamin C demonstrated efficacy both in CRP and endothelial function, and a dosage of melatonin ranging from 5 to 25 mg /day showed good evidence of efficacy in CRP, TNF and IL6. A dose of 50 mg/day of elemental zinc supplementation showed positive results in CRP. Based on the data reported in this review, the public health system could consider whether it is possible to supplement the current limited preventive measures through targeted nutraceutical large-scale administration.