Vitamin D is well known to exert multiple functions in bone biology, autoimmune diseases, cell growth, inflammation or neuromuscular and other immune functions. It is a fat-soluble vitamin present in many foods. It can be endogenously produced by ultraviolet rays from sunlight when the skin is exposed to initiate vitamin D synthesis. However, since vitamin D is biologically inert when obtained from sun exposure or diet, it must first be activated in human beings before functioning. The kidney and the liver play here a crucial role by hydroxylation of vitamin D to 25-hydroxyvitamin D in the liver and to 1,25-dihydroxyvitamin D in the kidney. In the past decades, it has been proven that vitamin D deficiency is involved in many diseases. Due to vitamin D's central role in the musculoskeletal system and consequently the strong negative impact on bone health in cases of vitamin D deficiency, our aim was to underline its importance in bone physiology by summarizing recent findings on the correlation of vitamin D status and rickets, osteomalacia, osteopenia, primary and secondary osteoporosis as well as sarcopenia and musculoskeletal pain. While these diseases all positively correlate with a vitamin D deficiency, there is a great controversy regarding the appropriate vitamin D supplementation as both positive and negative effects on bone mineral density, musculoskeletal pain and incidence of falls are reported.