Preserving skeletal muscle mass and strength is essential for maintaining mobility, metabolic health, and quality of life with aging. While macronutrients and resistance training are well established modulators of muscle adaptation, the contribution of micronutrients particularly vitamin D, calcium, iron, and magnesium has been comparatively underexplored, especially in relation to sex differences. The purpose of this review was to evaluate the effects of micronutrient supplementation on muscle mass, strength, and functional performance, with specific emphasis on sex-specific physiological mechanisms and adaptive responses. A structured literature search was conducted using PubMed, ScienceDirect, and Google Scholar for studies published between 1990 and 2025. After removing duplicates and applying inclusion criteria, 87 clinical studies were analyzed qualitatively. Eligible trials included adults aged ≥18 years receiving micronutrient supplementation, either alone or combined with resistance training, and reporting muscular outcomes such as lean body mass, strength, or performance indices. Across randomized controlled trials (RCTs), vitamin D₃ supplementation (70 µg/day, 12 weeks) significantly increased total lean mass (+0.8 kg) and grip strength (+1.6 kg) in vitamin D–deficient women, while comparable interventions in men yielded minimal effects. Calcium supplementation (CaHMB, 3 g/day) improved functional performance by +11.8% in women versus +9.7% in men, suggesting greater anabolic responsiveness in females. Similarly, iron supplementation enhanced knee extension strength by +23% (+2.6 kg) and grip strength by +3.2 kg in women, surpassing male responses with similar baseline iron status. In contrast, magnesium supplementation produced sex divergent effects: men showed greater lean mass retention, whereas women exhibited larger gains in grip strength (+16.4%) and a 3.2% reduction in fat mass. Mechanistically, these findings highlight the influence of hormonal regulation, receptor sensitivity, and nutrient kinetics. Estrogen enhances vitamin D receptor expression, calcium uptake, and iron mobilization, collectively amplifying anabolic signaling through the mTOR Akt pathway. Testosterone, by contrast, predominantly promotes protein synthesis via androgen receptors, making micronutrient driven pathways relatively less prominent in men. In conclusion, the current evidence indicates that vitamin D, calcium/CaHMB, and iron supplementation confer greater muscle benefits in women than in men, reflecting sex dependent hormonal and metabolic regulation. Future studies should adopt sex stratified RCT designs integrating mechanistic biomarkers to establish precision based, sex-specific supplementation strategies for muscle adaptation and healthy aging.