More than thirty years ago functions of vitamin D other than its beneficial effects on calcium homeostasis and bone metabolism have been identified, mainly in relation to its antiproliferative effects on cancer cells. Notably, vitamin D deficiency has been associated with a number of pathological conditions, including infections, autoimmune and allergic diseases. Vitamin D, and its metabolites, are actively involved in the regulation of innate and adaptive immune responses. Vitamin D signals through the vitamin D receptor (VDR), a specific zinc-finger nuclear receptor. The functions of vitamin D are characterized as genomic, mediated through the VDR transcriptional effects inside the cell nucleus, and non-genomic, when the VDR induces rapid signaling, situated on the cell membrane and/or cytoplasm. Emerging evidence supports the notion that vitamin D enhances immunity, providing protection towards pathogens, while, concomitantly, it exerts immunosuppressive effects by preventing the detrimental effects of prolonged inflammatory responses to the host. Still, the precise molecular mechanisms involved in vitamin D's genomic and non-genomic actions remain incompletely defined. Moreover, it is unclear whether vitamin D actions require the synergistic activation of other mediators, such as nuclear membrane receptors. Understanding the biology of vitamin D and the molecular pathways utilized will pave the way for the design of more effective therapeutic strategies. In this review, we present the recent genomic and non-genomic effects of vitamin D from an immunological perspective with a focus on immune-mediated diseases.