Prostate cancer (PC) is the second most common cancer in men worldwide. Its prevention and treatment remain a challenge to clinicians. Here we review the relationship of vitamins to PC risk. Many vitamins and related chemicals, including vitamin A, retinoids, several B vitamins, vitamin C, vitamin D and vitamin E have shown their anti-cancer activities as anti-oxidants, activators of transcription factors or factors influencing epigenetic events. Although laboratory tests including the use of animal models showed these vitamins may have anti-PC properties, whether they can effectively prevent the development and/or progression of PC in humans remains to be intensively studied subjects. This review will provide up-to-date information regarding the recent outcomes of laboratory, epidemiology and/or clinical trials on the effects of vitamins on PC prevention and/or treatment.