Nutrition plays an essential role in the regulation of optimal immunological response, by providing adequate nutrients in sufficient concentrations to immune cells. There are a large number of micronutrients, such as minerals, and vitamins, as well as some macronutrients such as some amino acids, cholesterol and fatty acids demonstrated to exert a very important and specific impact on appropriate immune activity. This review aims to summarize at some extent the large amount of data accrued to date related to the modulation of immune function by certain micro and macronutrients and to emphasize their importance in maintaining human health. Thus, among many, some relevant case in point examples are brought and discussed: (1) The role of vitamin A/all-trans-retinoic-acids (ATRA) in acute promyelocytic leukemia, being this vitamin utilized as a very efficient therapeutic agent via effective modulation of the immune function (2) The involvement of vitamin C in the fight against tumor cells via the increase of the number of active NK cells. (3) The stimulation of apoptosis, the suppression of cancer cell proliferation, and delayed tumor development mediated by calcitriol/vitamin D by means of immunity regulation (4) The use of selenium as a cofactor to reach more effective immune response to COVID vaccination (5). The crucial role of cholesterol to regulate the immune function, which is demonstrated to be very sensitive to the variations of this macronutrient concentration. Other important examples are reviewed as well.