The integrity of the vitamin D endocrine system is essential for human health. Nutritional vitamin D deficiency in otherwise healthy individuals, associates with a higher risk of mortality for all causes, despite normal serum calcitriol. These deadly causes extend beyond the recognized adverse impact of vitamin D deficiency on calcium and phosphate homeostasis predisposing to secondary hyperparathyroidism, bone loss and vascular calcification. Vitamin D deficiency also associates with an early onset of disorders of aging, including hypertension, proteinuria, insulin resistance, immune abnormalities that enhance the propensity for viral and bacterial infections, autoimmune disorders, cancer, and multiple organ damage due to excessive systemic inflammation causing atherosclerosis, vascular stiffness, renal lesions, and impaired DNA-damage responses. The frequency and severity of all of these disorders markedly increase in chronic kidney disease (CKD) because the kidney is essential to maintain serum levels of calcitriol, the most potent endogenous endocrine activator of the vitamin D receptor (VDR), and also of 25-hydroxyvitamin D, for local rather than systemic VDR activation. The goal of this review is to update the current understanding of the pathophysiology behind the classical and non-classical actions of VDR activation that help prevent the onset and/or attenuate the progression of renal and cardiovascular damage in CKD. This knowledge is essential to identify non-invasive, sensitive and accurate biomarkers of the severity of these disorders, a first step to generate evidence-based recommendations for a safe correction of vitamin D and/or calcitriol deficiency in the course of CKD that effectively improves outcomes.