Recent studies have provided evidence for an important role of vitamin D deficiency in the pathogenesis of cardiovascular disease (CVD) in the general population, and of an association with markers of inflammation. Vitamin D deficiency, defined by low serum levels of 25-hydroxyvitamin D, is especially prevalent in patients with chronic kidney disease (CKD). Chronic low-grade inflammation is a hallmark of CKD and has been disclosed as one important factor contributing to the progression of CKD and a high cardiovascular comorbidity. This review highlights clinical and experimental studies that could potentially explain a link between vitamin D and inflammation. Whether correction of vitamin D deficiency has beneficial effects on markers of inflammation and cardiovascular outcome should be investigated by controlled clinical trials.