Over three years since the World Health Organization (WHO) declared COVID-19 a pandemic, it is still a global burden. Vaccines against COVID-19, caused by SARS-CoV-2, are available and effective for preventing disease. However, their protective effects are not 100%. Currently, the U.S. Food and Drug Administration (FDA) has only approved a limited number of inpatient treatments for COVID-19, such as remdesivir, baricitinib, and tocilizumab. These medications have indications and contraindications applicable to a select patient population. Finding additional effective therapies that are widely available with limited risk could be vital in optimizing treatment strategies for this viral illness. Some vitamins and supplements have been identified as potential options for managing COVID-19. Vitamin D (VD) deficiency has been associated with respiratory tract infections. Moreover, alpha-lipoic acid (ALA) is a powerful antioxidant and helps reduce inflammatory responses in many pathologic conditions. This review aims to analyze the current evidence regarding the effectiveness of VD and alpha-lipoic acid in COVID-19 infection in both outpatient and hospitalized patients. Relevant randomized controlled trials (RCTs) were identified via the PubMed database from January 1, 2021, to December 31, 2023. Inclusion criteria were as follows: the study design was a randomized controlled trial (RCT), the usage of a constant dose during the intervention period without any additional boluses, and a research ethics committee approved it. Exclusion criteria included a lack of an outcome or apparent intervention, additional boluses, or a single-dose regimen in all the interventional groups. There were 11 studies with a total sample size of 35,717 patients that met the criteria for this review. A total of 10 RCTs examined the efficacy of VD, and one RCT that reviewed the efficacy of ALA was identified. All of the articles investigated the use of VD or ALA during the treatment of COVID-19. The endpoints of each study varied, including length of stay in hospital, viral load, SARS-CoV-2 infection rate, mechanical ventilation, inflammatory markers, clinical symptoms, Sequential Organ Failure Assessment (SOFA) score, and mortality. In 8/10 VD supplementation trials, significant differences were identified between the interventional and placebo groups in the aforementioned parameters. In 2/10 VD supplementation trials, no significant differences were identified. The ALA supplementation RCT found no differences between the interventional and placebo groups in the SOFA score and 30-day all-cause mortality rate. The current literature suggests that VD can potentially reduce the SARS-CoV-2 infection rate, oxygen requirements, inflammatory markers, clinical symptoms, and mortality. Regarding ALA, although there was a suggestion of benefit, it was not statistically significant. Common limitations among the different studies included relatively small sample sizes, different geographical patient locations among studies, and differences in dosages. Trials investigating the effects of higher doses of VD supplementation on SARS-CoV-2 infection should be conducted. More research is needed to define best practices and optimal dosing protocols for the use of VD in COVID-19.