The contemporary approach to nutrition increasingly considers the role of non-nutritive bioactive compounds in modulating the immune system and maintaining health. This article provides up-to-date insight into the immunomodulatory effects of selected bioactive compounds, including micro- and macronutrients, vitamins, as well as other health-promoting substances, such as omega-3 fatty acids, probiotics, prebiotics, postbiotics (including butyric acid and sodium butyrate), coenzyme Q10, lipoic acid, and plant-derived components such as phenolic acids, flavonoids, coumarins, alkaloids, polyacetylenes, saponins, carotenoids, and terpenoids. Micro- and macronutrients, such as zinc, selenium, magnesium, and iron, play a pivotal role in regulating the immune response and protecting against oxidative stress. Vitamins, especially vitamins C, D, E, and B, are vital for the optimal functioning of the immune system as they facilitate the production of cytokines, the differentiation of immunological cells, and the neutralization of free radicals, among other functions. Omega-3 fatty acids exhibit strong anti-inflammatory effects and enhance immune cell function. Probiotics, prebiotics, and postbiotics modulate the intestinal microbiota, thereby promoting the integrity of the intestinal barrier and communication between the microbiota and the immune system. Coenzyme Q10, renowned for its antioxidant attributes, participates in the protection of cells from oxidative stress and promotes energy processes essential for immune function. Sodium butyrate and lipoic acid exhibit anti-inflammatory effects and facilitate the regeneration of the intestinal epithelium, which is crucial for the maintenance of immune homeostasis. This article emphasizes the necessity of an integrative approach to optimal nutrition that considers not only nutritional but also non-nutritional bioactive compounds to provide adequate support for immune function. Without them, the immune system will never function properly, because it has been adapted to this in the course of evolution. The data presented in this article may serve as a foundation for further research into the potential applications of bioactive components in the prevention and treatment of diseases associated with immune dysfunction.