The primary function of vitamin D is to regulate calcium homeostasis, which is essential for bone formation and resorption. Although diet is a source of vitamin D, most foods are naturally lacking vitamin D. Vitamin D is also manufactured in the skin through a photolysis process, leading to a process called the "sunshine vitamin." The active form of vitamin D, 1,25-dihydroxyvitamin D (calcitriol), is biosynthesised in the kidney through the hydroxylation of 25-hydroxycholecalciferol by the CYP27B1 enzyme. It has been found that several immune cells express the vitamin D receptor (VDR) and CYP27B1; of the latter, synthesis is determined by several immune-specific signals. The realisation that vitamin D employs several molecular mechanisms to regulate innate immune responses is more recent. Furthermore, evidence collected from intervention studies indicates that vitamin D supplements may boost clinical responses to infections. This review considers the current knowledge of how immune signals regulate vitamin D metabolism and how innate immune system function is modulated by ligand-bound VDR.