Lactoferrin is a multifunctional protein that exhibits anti-inflammatory, immune regulating and anti-infective properties. One of its receptor sites is located on severe acute respiratory syndrome coronavirus 2. The binding of lactoferrin with heparin sulfate proteoglycans may prevent the first contact between the virus and host cells, thus preventing subsequent infection. Given that lactoferrin may act as a natural mucosal barrier, an intranasal treatment together with its oral intake can be hypothesized to prevent the spread, infection and inflammation caused by coronavirus disease 2019 (COVID-19). Moreover, the literature reports that vitamin D plays an essential role in promoting immune response. With its anti-inflammatory and immunoregulatory properties, vitamin D is critical for activating the immune system’s defenses, improving immune cell function. Different studies also demonstrate that lactoferrin is a potential activator of the vitamin D receptor. In this sense, the combined use of lactoferrin (through an association of oral intake and a nasal spray formulation) and vitamin D could represent a valuable therapy for COVID-19 treatment and prevention. However, further randomized clinical trials are needed before recommending/prescribing them.