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Sclerostin is a well-known inhibitor of bone formation that acts on Wnt/β-catenin signaling. This manuscript considers the possible role of sclerostin in vascular calcification, a process that shares many similarities with physiological bone formation. Rats were exposed to a warfarin-containing diet to induce vascular calcification. Vascular smooth muscle cell transdifferentiation, vascular calcification grade, and bone histomorphometry were examined. The presence and/or production of sclerostin was investigated in serum, aorta, and bone. Calcified human aortas were investigated to substantiate clinical relevance. Warfarin-exposed rats developed vascular calcifications in a time-dependent manner which went along with a progressive increase in serum sclerostin levels. Both osteogenic and adipogenic pathways were upregulated in calcifying vascular smooth muscle cells, as well as sclerostin mRNA and protein levels. Evidence for the local vascular action of sclerostin was found both in human and rat calcified aortas. Warfarin exposure led to a mildly decreased bone and mineralized areas. Osseous sclerostin production and bone turnover did not change significantly. This study showed local production of sclerostin in calcified vessels, which may indicate a negative feedback mechanism to prevent further calcification. Furthermore, increased levels of serum sclerostin, probably originating from excessive local production in calcified vessels, may contribute to the linkage between vascular pathology and impaired bone mineralization.