Data from experimental studies suggest that vitamin D receptor activation exerts anti-cancer effects on virtually all steps of carcinogenesis. Epidemiological data support an inverse association of vitamin D serum levels and vitamin D receptor polymorphisms with cancer incidence and mortality. Based on this promising rationale for use of vitamin D and its analogues in cancer prevention and treatment, several interventional studies have been initiated and partially published. Trials with vitamin D were mainly organized for the prevention of fracture in elderly people, usually in association with calcium supplements. Prevention studies with vitamin D have rarely been done in the context of vitamin D to evaluate a protective effect on cancer. Findings from prospective cohort studies on colorectal cancer risk and on mortality constitute pieces of evidence strong enough to consider that previous randomized controlled trials (RCTs) of vitamin D use and cancer may not have correctly addressed the question, and that new randomized trials should be organized. The reasons are due to several unsolved issues including selection of the effective dose, varying baseline levels of subjects before randomization, compliance with the intervention, contamination of the placebo group (i.e., intake of vitamin D supplements by subjects allocated to the placebo group) and unknown effective lag time between start of the intervention and disease onset. The present review summarizes the existing knowledge on vitamin D RCTs and cancer. In addition we also briefly describe the design of some ongoing trials on vitamin D supplementation and cancer.