Vitamin D deficiency is involved in the etiology of a broad range of diseases. Recently, some studies have shown a link between vitamin D and susceptibility to the onset of chronic obstructive pulmonary disease (COPD). COPD is characterized by chronic inflammation and irreversible airway obstruction. Systemic inflammation in COPD patients is associated with a decline in lung function. In addition, inflammation causes various extra-pulmonary symptoms, including muscle deterioration that leads to reduced strength and fatigue endurance, especially in muscles of the lower limb. In COPD the pathophysiological changes related to the inflammatory state affect oxidant-antioxidant balance, which is one of the main mechanisms promoting the progression of this disease and exacerbations. Vitamin D exerts beneficial effects and exhibits anti-inflammatory actions. Vitamin D deficiency in COPD patients affects inflammation, oxidative stress and mitochondrial impairment and can generate the development of skeletal atrophy. This systematic review offers a better understanding of the molecular mechanisms linking vitamin D deficiency to COPD and muscle weakness, and aims to establish whether vitamin D supplementation could be useful to mitigate inflammation in COPD patients.