Vitamin D deficiency is frequent in cancer patients and a risk factor for morbidity and mortality during critical illness. This single-center retrospective study analyzed 25-hydroxyvitamin D levels in critically ill cancer patients (n = 178; hematologic, n = 108; solid, n = 70) enrolled in a prospective ICU registry. The primary analysis was the prevalence of vitamin D deficiency (<20 ng/mL) and the severe deficiency (≤12 ng/mL). Secondary analyses included risk factors for vitamin D deficiency and its impact on ICU, hospital, and 1-year mortality. The prevalence of vitamin D deficiency and severe deficiency was 74% (95% CI: 67–80%) and 54% (95% CI: 47–61%). Younger age, relapsed/refractory disease, and a higher sepsis-related organ failure assessment (SOFA) score were independent risk factors for vitamin D deficiency (p < 0.05). After adjusting for relapsed/refractory disease, infection, the SOFA score, and the early need for life-supporting interventions, severe vitamin D deficiency was an independent predictor of hospital mortality (OR: 2.21, 95% CI: 1.03–4.72, p = 0.04) and 1-year mortality (OR: 3.40, 95% CI: 1.50–7.71, p < 0.01), but not of ICU mortality. Conclusion: Vitamin D deficiency is common in critically ill cancer patients requiring ICU admission, but its impact on short-term mortality in this group is uncertain. The observed association of severe vitamin D deficiency with the post-ICU outcome warrants clinical consideration and further study.