Nutrient gaps are differences between recommended and actual intakes and are often based on the estimated average requirement (EAR), the average daily intake estimated to meet the requirement of 50% of healthy individuals. While nutrient gaps have been established in the general population, their presence in exercising adults has not been extensively investigated. In the present analyses, 681 dietary recalls were obtained from 226 healthy exercising adults (154 F, 72 M) using the Automated Self-Administered 24-h (ASA24®) Dietary Assessment Tool. Intakes of seventeen vitamins and minerals were compared to corresponding EAR values to determine if nutrient gaps were present. Additionally, the potential for sex differences in absolute and relative nutrient intakes was examined. Median intakes of vitamin D fell below the EAR in both female and male adults, with the median intake of vitamin E below the EAR in female adults only (p ≤ 0.003 for each). In female participants, >50% exhibited intakes below the EAR for calcium, folate, magnesium, vitamin A, vitamin C, vitamin D, and vitamin E. In male participants, >50% exhibited intakes below the EAR for vitamin C, vitamin D, and vitamin E. Sex differences were present for intakes in sixteen of seventeen micronutrients (p < 0.001 for each), with lower intakes observed in female adults. Collectively, the present analyses indicate underconsumption of some micronutrients, particularly in exercising female adults. The potential to improve vitamin and mineral intakes and attendant health and performance outcomes through targeted interventions in exercising adults should be explored in future research.