The “male-female health-survival paradox” evidences that the survival advantage observed in women is linked to higher rates of disability and poor health status compared to men, a phenomenon also called the “sex-frailty paradox”. The depletion of vitamin D seems to play a role in the fragilization of old persons, and genetic polymorphisms of the vitamin D receptor (VDR) gene seem to be involved in regulating the vitamin D pathway. This study correlated the VDR gene polymorphisms (FokI, ApaI, BsmiI, and TaqI) with frailty, computed by frailty index (FI), in 202 persons (127 women and 75 men, aged from 60 to 116 years), aiming to capture the involvement of vitamin D in the sex-frailty paradox. The results showed slightly higher FI (p = 0.05), lower levels of 25(OH)D (p = 0.04), and higher levels of parathyroid hormone PTH (p = 0.002) and phosphorus (p < 0.001) in women than in men. Interestingly, the ApaI minor allele (Aa + aa) showed a significant positive association with FI (p = 0.03) and a negative association with inorganic phosphorus values (p = 0.04) compared to AA genotype only in women, regardless of age. The exact mechanism and the causal role that, in old women, links ApaI polymorphism with frailty are still unclear. However, we could speculate that a specific genetic profiling, other than 25(OH)D levels, play a role in the sex-frailty paradox.