Nutritional supplements are prescribed when one’s nutritional status is not conducive to good health. These foodstuffs constitute concentrated sources of nutrients such as vitamins, minerals, amino acids, and fatty acids. For nutritional supplements to be effective, patients must consume the amount that has been prescribed for the recommended period of time. Therefore, special attention must be given to the sensory attributes of these products. Indeed, the presence of active compounds can cause an off-taste or aftertaste. These negative sensations can lead to a reduction in the consumption of nutritional supplements and reduce the effectiveness of the treatment. In this manuscript, we provide an overview of the sensory characteristics and the sensing receptor mechanism of the main compounds present in oral nutritional supplements, such as amino acids, minerals, fatty acids, and vitamins. Part of this article is devoted to the development of new masking strategies and the corresponding potential influence at the industrial level.