The aim of the present paper was to review the most important mechanisms explaining the possible association of vitamin D deficiency and cardiovascular diseases, focusing on recent experimental and clinical data. Low vitamin D levels favor atherosclerosis enabling vascular inflammation, endothelial dysfunction, formation of foam cells, and proliferation of smooth muscle cells. The antihypertensive properties of vitamin D include suppression of the renin-angiotensin-aldosterone system, renoprotective effects, direct effects on endothelial cells and calcium metabolism, inhibition of growth of vascular smooth muscle cells, prevention of secondary hyperparathyroidism, and beneficial effects on cardiovascular risk factors. Vitamin D is also involved in glycemic control, lipid metabolism, insulin secretion, and sensitivity, explaining the association between vitamin D deficiency and metabolic syndrome. Vitamin D deficit was associated in some studies with the number of affected coronary arteries, postinfarction complications, inflammatory cytokines and cardiac remodeling in patients with myocardial infarction, direct electromechanical effects and inflammation in atrial fibrillation, and neuroprotective effects in stroke. In peripheral arterial disease, vitamin D status was related to the decline of the functional performance, severity, atherosclerosis and inflammatory markers, arterial stiffness, vascular calcifications, and arterial aging. Vitamin D supplementation should further consider additional factors, such as phosphates, parathormone, renin, and fibroblast growth factor 23 levels.