Vitamin D is involved in mineral and bone homeostasis, immune responses, anti-inflammation, anti-infection, and cancer prevention. Vitamin D receptor (VDR) is a nuclear receptor that mediates most biological functions of 1,25(OH)(2)D(3) or vitamin D(3), the active form of vitamin D. Recently, vitamin D(3)-induced autophagy has been reported. Autophagy is a lysosome-mediated catabolic pathway classified into three different types: macroautophagy, microautophagy, and chaperone-mediated autophagy. Autophagy contributes to anti-aging, antimicrobial defense, and tumor suppression. The functions of autophagy overlap remarkably with those of vitamin D/VDR signaling. This review focuses on vitamin D(3), VDR, and macroautophagy in inflammation and infection. We place emphasis on the regulatory roles of vitamin D(3) on autophagy at different steps, including induction, nucleation, elongation to maturation, and degradation. We summarize the known molecular mechanisms of vitamin D/VDR signaling on autophagy homeostasis. The potential application of the insights gleaned from these research findings to anti-inflammation and anti-infection is also discussed.