Increased oxidative stress has been implicated as a potential causal factor in the development of several diseases. In the last decade, an extensive literature has been produced on vitamin D, not limited to its well-known function like a steroid hormone on skeletal tissue, but for its potential pleiotropic role in human health. Several researchers have suggested relationships between vitamin D intake and health outcomes such as cancer prevention and increased immunity, or possible role in preventing diabetes, and in inflammation. Little is known about its antioxidant effect. The aim of the present review was to explore major evidence regarding the potential scavenger capacity of vitamin D in high-evidence human studies. Studies considered by the present review suggest that the potential role of vitamin D as an antioxidant could not be confirmed. Current literature showed controversial effects about the ability of cholecalciferol to prevent or ameliorate oxidative stress biomarkers, and there is need of further and high-quality studies testing the antioxidant effect of vitamin D supplementation.