Although many studies have demonstrated the impact of vitamin D and calcium on lung cancer, it remains the discrepancy for the effect of vitamin D and calcium on lung cancer. In this study, we aimed to verify the roles of vitamin D and calcium in the incidence and prognosis of lung cancer. A systematic literature search was performed by February 29, 2020. The relative risks (RRs) and hazard ratio (HRs) were pooled to evaluate the risk for the incidence and mortality of lung cancer. A total of 58,625 lung cancer cases from 40 studies were included. The risk (RR: 0.915, 95% Cl: 0.849-0.986) and mortality (RR: 0.718, 95% Cl: 0.530-0.973) of lung cancer were significantly decreased due to high circulating 25(OH)D level. Although the separate intake of vitamin D (RR: 0.909, 95% Cl: 0.801-1.031) and calcium (RR: 0.890, 95% Cl: 0.741-1.070) did not exhibit a protective effect on lung cancer, the combination supplement of vitamin D and calcium significantly decreased the incidence of lung cancer (RR: 0.811, 95% Cl: 0.659-0.999). High level of serum 25(OH)D could play the preventive role in lung cancer. Furthermore, vitamin D could be supplemented together with calcium against lung cancer.