Metabolic syndrome (MetS) is associated with increased risk of obesity, type 2 diabetes mellitus and cardiovascular diseases. MetS prevalence has been associated with diet inadequacy. Conversely, the cumulative incidence of MetS has been inversely associated with a Mediterranean-style diet that includes many different health-beneficial nutrients. Adherence to a Mediterranean-style diet could reduce or at least stabilize metabolic risk factors. Low serum level of fat-soluble micronutrients, such as carotenoids, vitamin (vit) A, D and E, has been linked to MetS. Fat-soluble micronutrients could contribute to prevent MetS thanks to their antioxidant and anti-inflammatory properties (vit E, carotenoids) or to their central role as hormone regulators (vit D) and/or lipid metabolism and glucose homeostasis sensors (vit D and E). This review summarizes recent epidemiological studies linking fat-soluble micronutrients to MetS and highlights new evidence on their mechanisms of actions.