Non-melanoma skin cancers (NMSCs), which include basal cell carcinoma (BCC), squamous cell carcinoma (SCC), and actinic keratosis (AK), are the most common cancer diseases in the Caucasian race. If diagnosed late and improperly treated, BCC and SCC can become locally advanced and metastasize. Malignant melanoma (MM) is less frequent but more lethal than NMSC. Given the individual and social burdens of skin cancers, performing an adequate prevention is needed. Ultraviolet (UV) ray exposure is one of the main risk factors for skin cancer. Thus, the first-choice prevention strategy is represented by photoprotection that can be both topical and systemic. The latter consists of the oral administration of molecules which protect human skin against the damaging effects of UV rays, acting through antioxidant, anti-inflammatory, or immunomodulator mechanisms. Although several compounds are commonly used for photoprotection, only a few molecules have demonstrated their effectiveness in clinical trials and have been included in international guidelines for NMSC prevention (i.e., nicotinamide and retinoids). Moreover, none of them have been demonstrated as able to prevent MM. Clinical and preclinical data regarding the most common compounds used for systemic photoprotection are reported in this review, with a focus on the main mechanisms involved in their photoprotective properties.