The COVID-19 pandemic, which causes severe respiratory tract infections in humans, has become a global health concern and is spreading rapidly. At present, the most important issue associated with COVID-19 is the immune system and the factors that affect it. It is well known that cow’s milk is highly rich in micronutrients that increase and strengthen the immune system. Research shows that the administration of these nutrients is very effective in fighting COVID-19, and a deficiency in any of them can be a weakness in the fight against the virus. On the other hand, cow’s milk is accessible to the whole population, and drinking colostrum, raw, and micro-filtered milk from cows vaccinated against SARS-CoV-2 could provide individuals with short-term protection against the SARS-CoV-2 infection until vaccines become commercially available. This review aimed to discuss the effects of milk vitamins, minerals, and bioactive peptides on general health in humans to combat viral diseases, especially COVID-19, and to what extent cow’s milk consumption plays a role in providing these metabolites. Cow’s milk contains many bioactive compounds that include vitamins, minerals, biogenic amines, nucleotides, oligosaccharides, organic acids, and immunoglobulins. Humans can meet a significant portion of their requirements for vitamins and minerals through the consumption of cow’s milk. Recent studies have shown that micronutrients such as vitamins D, E, B, C, and A as well as minerals Zn, Cu, Mg, I, and Se and bioactive peptides, each can have positive and significant effects on strengthening the immune system and general health in humans.