Plasma fatty acids (FAs) and oxidant status contribute to the etiology of sarcopenia in the elderly concurring to age-related muscle loss and elderly frailty through several mechanisms including changes in FA composition within the sarcolemma, promotion of chronic low-grade inflammation, and insulin resistance. The aim of this study was to determine the FA profile and pro-antioxidant status in sarcopenic frail elderly patients enrolled in a nutritional and physical activity program and to evaluate their correlation with clinical markers. Moreover, the possible changes, produced after a short-term clinical protocol, were evaluated. Plasma and erythrocyte FA composition and pro-antioxidant status were analyzed in sarcopenic elderly subjects recruited for the randomized clinical study and treated with a placebo or dietary supplement, a personalized diet, and standardized physical activity. Subjects were tested before and after 30 days of treatment. Pearson correlations between biochemical parameters and patients' characteristics at recruitment indicate interesting features of sarcopenic status such as negative correlation among the plasma FA profile, age, and physical characteristics. Physical activity and dietetic program alone for 30 days induced a decrease of saturated FA concentration with a significant increase of dihomo-gamma-linolenic acid. Supplementation plus physical activity induced a significant decrease of linoleic acid, omega-6 polyunsaturated FAs, and an increase of stearic and oleic acid concentration. Moreover, glutathione reductase activity, which is an indicator of antioxidant status, significantly increased in erythrocytes. Changes over time between groups indicate significant differences for saturated FAs, which suggest that the amino acid supplementation restores FA levels that are consumed during physical activity. A relationship between FA and clinical/metabolic status revealed unique correlations and a specific metabolic and lipidomic fingerprint in sarcopenic elderly. The results indicate the positive beneficial role of supplementation and physical activity on plasma FA status and the antioxidant system as a co-adjuvant approach in sarcopenic, frail, elderly patients.