Purpose: To investigate the cross-sectional and prospective associations between patterns of serum fat-soluble micronutrients and frailty in four European cohorts of older adults 65 years of age and older. Methods: Participants from the Three-City (Bordeaux, France), AMI (Gironde, France), TSHA (Toledo, Spain) and InCHIANTI (Tuscany, Italy) cohorts with available data on serum α-carotene, β-carotene, lycopene, cryptoxanthin, lutein + zeaxanthin, retinol, α-tocopherol, γ-tocopherol and 25-hydroxyvitamin D3 (25(OH)D) were included. A principal component (PC) analysis was used to derive micronutrient patterns. Frailty was defined using Fried’s criteria. Multivariate logistic regression models adjusted for socio-demographic and health-related covariates were performed to assess the association between micronutrient patterns and prevalent frailty in 1324 participants, and the risk of frailty in 915 initially non-frail participants. Results: Three different patterns were identified: the first pattern was characterized by higher serum carotenoids and α-tocopherol levels; the second was characterized by high loadings for serum vitamins A and E levels and low loadings for carotenes level; the third one had the highest loading for serum 25(OH)D and cryptoxanthin level and the lowest loading for vitamin A and E. A significant cross-sectional association was only observed between the seconnd PC and prevalent frailty (p = 0.02). Compared to the highest quartile, participants in the lowest quartile—i.e., high carotenes and low vitamins E and A levels—had higher odds of frailty (Odds ratio = 2.2; 95% confidence interval 1.3–3.8). No association with the risk of frailty was observed. Conclusions: These findings suggest that some specific micronutrient patterns are markers but not predictors of frailty in these European cohorts of older adults.