Consequences of the disease produced by the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) have led to an urgent search for preventive and therapeutic strategies. Besides drug treatments, proposals have been made for supplementation with biomolecules possessing immunomodulatory and antioxidant properties. The objective of this study was to review published evidence on the clinical usefulness of supplementation with vitamin D, antioxidant vitamins (vitamin A, vitamin E, and vitamin C), melatonin, lactoferrin and natural products found in food (curcumin, luteolin, ginger, allicin, magnesium and zinc) as supplements in SARS-CoV-2 infection. In general, supplementation of conventional treatments with these biomolecules has been found to improve the clinical symptoms and severity of the coronavirus disease (COVID-19), with some indications of a preventive effect. In conclusion, these compounds may assist in preventing and/or improving the symptoms of COVID-19. Nevertheless, only limited evidence is available, and findings have been inconsistent. Further investigations are needed to verify the therapeutic potential of these supplements.