Until recently, randomized controlled trials have not demonstrated convincing evidence that vitamin D, or vitamin D in combination with calcium supplementation could improve bone mineral density (BMD), osteoporosis and fracture. It remains unclear whether vitamin D levels are causally associated with total body BMD. Here, we performed a Mendelian randomization study to investigate the association of vitamin D levels with total body BMD using a large-scale vitamin D genome-wide association study (GWAS) dataset (including 79 366 individuals) and a large-scale total body BMD GWAS dataset (including 66,628 individuals). We selected three Mendelian randomization methods including inverse-variance weighted meta-analysis (IVW), weighted median regression and MR-Egger regression. All these three methods did not show statistically significant association of genetically increased vitamin D levels with total body BMD. Importantly, our findings are consistent with recent randomized clinical trials and Mendelian randomization study. In summary, we provide genetic evidence that increased vitamin D levels could not improve BMD in the general population. Hence, vitamin D supplementation alone may not be associated with reduced fracture incidence among community-dwelling adults without known vitamin D deficiency, osteoporosis, or prior fracture.