Abstract Background Vitamin D deficiency is highly prevalent across the globe. Existing studies suggest that a low vitamin D level is associated with more than 130 outcomes. Exploring the causal role of vitamin D in health outcomes could support or question vitamin D supplementation. Methods We carried out a systematic literature review of previous Mendelian-randomization studies on vitamin D. We then implemented a Mendelian Randomization–Phenome Wide Association Study (MR-PheWAS) analysis on data from 339 256 individuals of White British origin from UK Biobank. We first ran a PheWAS analysis to test the associations between a 25(OH)D polygenic risk score and 920 disease outcomes, and then nine phenotypes (i.e. systolic blood pressure, diastolic blood pressure, risk of hypertension, T2D, ischaemic heart disease, body mass index, depression, non-vertebral fracture and all-cause mortality) that met the pre-defined inclusion criteria for further analysis were examined by multiple MR analytical approaches to explore causality. Results The PheWAS analysis did not identify any health outcome associated with the 25(OH)D polygenic risk score. Although a selection of nine outcomes were reported in previous Mendelian-randomization studies or umbrella reviews to be associated with vitamin D, our MR analysis, with substantial study power (>80% power to detect an association with an odds ratio >1.2 for per standard deviation increase of log-transformed 25[OH]D), was unable to support an interpretation of causal association. Conclusions We investigated the putative causal effects of vitamin D on multiple health outcomes in a White population. We did not support a causal effect on any of the disease outcomes tested. However, we cannot exclude small causal effects or effects on outcomes that we did not have enough power to explore due to the small number of cases.