Vitamin D is essential for maintaining calcium and phosphate homeostasis, and vitamin D analogues have been prescribed to treat osteoporosis and hyperparathyroidism. Emerging evidence suggests that cardiovascular and chronic kidney diseases are closely associated with vitamin D deficiency resulting from either decreased sunshine exposure or inadequate intake. Vitamin D is through stimulating vitamin D receptor to form a transcriptional complex with cofactors to modulate approximately 3% gene transcription. For example, renin, matrix metalloprotease, and tumor necrosis factor-α are regulated by vitamin D. Both experimental and clinical studies support the health benefits of vitamin D in the cardiovascular system, and such benefits include protecting cardiac function, lowering blood pressure, improving endothelial function, inhibiting oxidative stress, and reducing the activity of renin-angiotensin system. This article will briefly review the cardiovascular benefits of vitamin D and its bioactive analogues and discuss the novel cellular and molecular mechanisms accounting for cardiovascular protection.