Mediterranean Diet represents the traditional eating habits of populations living around the Mediterranean Sea, and it is associated with a lower risk of overall mortality and cancer incidence and cardiovascular diseases. Severe acute respiratory syndrome coronavirus 2 is a new pandemic, and represents a significant and critical threat to global human health. In this study, we aimed to review the possible effects of Mediterranean Diet against the risk of the coronavirus disease 2019. Several vitamins, minerals, fatty acids, and phytochemicals with their potential anti-COVID-19 activity are presented. Different risk factors may increase or reduce the probability of contracting the disease. Mediterranean Diet has also a positive action on inflammation and immune system and could have a protective effect against severe acute respiratory syndrome coronavirus 2. Further studies are needed to corroborate the benefits of the Mediterranean Diet protective role on infection with SARS-CoV-2.