Neurodegenerative diseases such as Alzheimer’s disease (AD), Parkinson’s disease (PD), amyotrophic lateral sclerosis (ALS), and multiple sclerosis (MS), which are a consequence of the progressive loss of neuronal function and structure, cause significant cognitive impairment. The incidence of these diseases in the world’s population is constantly increasing as a result of an aging population. Although genetic and environmental factors are most often mentioned as the pathogenetic factors of these diseases, increasing evidence points to the important role of proper nutrition in the prevention and support of the treatment of these disorders. A healthy, balanced diet can mitigate the risks associated with the risk factors mentioned above and slow the progression of the disease by reducing oxidative stress and inflammation. Vitamins B, D, E, C, K, and A have been shown to support cognitive functions and protect the nervous system. This review demonstrates the importance of vitamins in preventing and supporting the therapy of neurodegenerative diseases. Information regarding the health-promoting properties of these vitamins must be effectively communicated to consumers seeking to protect their health, particularly in the context of neurodegenerative diseases. Consequently, this review also examines the authorized health claims under EU food law related to these vitamins, assessing their role in promoting awareness of the vitamins’ potential benefits for neuroprotection and the management of neurodegenerative diseases.