In the last decade, an increasing awareness was directed to the role of Vitamin D in non-skeletal and preventive roles for chronic diseases. Vitamin D is an essential hormone in regulating calcium/phosphorous balance and in the pathogenesis of inflammation, insulin resistance, and obesity. The main forms of vitamin D, Cholecalciferol (Vitamin D3) and Ergocalciferol (Vitamin D2) are converted into the active form (1,25-dihydroxyvitamin D) thanks to two hydroxylations in the liver, kidney, pancreas, and immune cells. Some anti-inflammatory cytokines are produced at higher levels by vitamin D, while some pro-inflammatory cytokines are released at lower levels. Toll-Like Receptor (TLR) expression is increased, and a pro-inflammatory state is also linked to low levels of vitamin D. Regardless of how it affects inflammation, various pathways suggest that vitamin D directly improves insulin sensitivity and secretion. The level of vitamin D in the body may change the ratio of pro- to anti-inflammatory cytokines, which would impact insulin action, lipid metabolism, and the development and function of adipose tissue. Many studies have demonstrated an inverse relationship between vitamin D concentrations and pro-inflammatory markers, insulin resistance, glucose intolerance, metabolic syndrome, obesity, and cardiovascular disease. It is interesting to note that several long-term studies also revealed an inverse correlation between vitamin D levels and the occurrence of diabetes mellitus. Vitamin D supplementation in people has controversial effects. While some studies demonstrated improvements in insulin sensitivity, glucose, and lipid metabolism, others revealed no significant effect on glycemic homeostasis and inflammation. This review aims to provide insight into the molecular basis of the relationship between vitamin D, insulin resistance, metabolic syndrome, type 1 and 2 diabetes, gestational diabetes, and cardiovascular diseases.