Alzheimer's disease (AD) represents the most prevalent type of neurodegenerative dementia and the sixth leading cause of death worldwide. The so-called "non-calcemic actions" of vitamin D have been increasingly described, and its insufficiency has already been linked to the onset and progression of the main neurological diseases, including AD. Immune-mediated Aβ plaque's phagocytosis and clearance, immune response, oxidative stress, and mitochondrial function are all influenced by vitamin D, and these functions are considered relevant in AD pathogenesis. However, it has been shown that the genomic vitamin D signaling pathway is already impaired in the AD brain, making things more complicated. In this paper, we aim to summarise the role of vitamin D in AD and review the results of the supplementation trials in AD patients.