Vitamin D is a fat-soluble secosteroid hormone with pleiotropic effects. 1,25-Dihydroxyvitamin D coordinates the biosynthesis of neurotransmitters in the central nervous system, which regulate cardiovascular autonomic function and may explain its putative role in the development of cardiovascular autonomic neuropathy (CAN). CAN is an independent risk factor for mortality in patients with diabetes and prediabetes and is associated with an increased risk of developing type 2 diabetes and cardiovascular disease. Accumulating data indicate the presence of peripheral nerve injury at these early stages of dysglycemia and its multifactorial pathogenesis. Prediabetes is associated with vitamin D insufficiency. Vitamin D is proposed to prevent the progression of glucose intolerance. The putative underlying mechanisms include maintenance of the intracellular calcium concentration, direct stimulation of insulin receptor expression, and enhancement of the insulin response to glucose transporters. Vitamin D exerts a protective effect on peripheral nerve fibers by decreasing the demyelination process and inducing axonal regeneration. The effects of vitamin D supplementation on glucose tolerance and related autonomic nerve dysfunction have been a recent focus of scientific interest. Although well-designed observational studies are available, the causative relation between vitamin D deficiency, glucose intolerance, and CAN is still debatable. One reason might be that interventional studies are unpersuasive with regard to the beneficial clinical effects of vitamin D supplementation. Because of its favorable side effect profile, vitamin D supplementation might represent an attractive therapeutic option for treating the pandemic prevalence of prediabetes and vitamin D deficiency. Vitamin D supplementation can improve glucose tolerance and cardiovascular autonomic function and can thus reduce cardiovascular mortality among subjects with different stages of glucose intolerance and autonomic dysfunction. However, more patient-centered trials on the use of vitamin D supplementation in different conditions are needed.