Diabetes is associated with a number of mental health consequences, including enhanced risk of depression and anxiety, as well as decreased quality of life, and vitamin D deficiency is considered to be one of the factors that influence these outcomes in diabetic patients. The aim of the present study was to conduct a systematic review of the literature presenting the data regarding the influence of vitamin D supplementation on mental health in diabetic adults. This study was conducted in accordance with the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines and registered in the International Prospective Register of Systematic Reviews (PROSPERO) database (Registration number CRD42020155779). A systematic search of the PubMed and Web of Science databases was performed, and the intervention studies published until September 2021 were included in the review. The human studies were included if an adult sample of diabetic individuals received vitamin D supplementation during the intervention and its effect on any mental health aspect was assessed, but studies presenting the influence of combined supplementation of multiple nutrients were excluded. After removing duplicate records, a total of 8514 publications were screened and assessed independently by two researchers, based on their title, abstract, and full text. Finally, six studies were included in the current systematic review, and the risk of bias was evaluated using the Newcastle-Ottawa Scale (NOS). The included studies analyzed the influence of a specific dose of vitamin D, or different doses of vitamin D, or compared the results of supplementation with a specific dose of vitamin D against the placebo group. The supplementation was performed for at least 12 weeks. The mental health outcomes analyzed in these studies included health-related quality of life, depression, anxiety, stress, and general mental health status of adult diabetic patients. The results of the majority of the studies confirmed the positive influence of vitamin D supplementation on the mental health of diabetic individuals. Those studies that analyzed the influence of vitamin D supplementation on depression and anxiety established the beneficial effect of the vitamin. In some studies, the influence of vitamin D supplementation on the health-related quality of life was not considered unless combined with mindfulness training. However, it must be emphasized that different dosage regimens and intervention periods were followed in the reviewed studies, and only a small number of studies were randomized against placebo, which should be considered as a limitation of the present study. The findings of the conducted systematic review demonstrated the positive influence of vitamin D supplementation on the mental health of diabetic patients, which was proved for anxiety and depression, but in the case of health-related quality of life, the positive effect was observed only when the intervention included mindfulness training. These outcomes suggest that supplementation should be recommended to improve the vitamin D status and the mental health of patients in this group.