In the last decades, the comprehension of the pathophysiology of bone metabolism and its interconnections with multiple homeostatic processes has been consistently expanded. The branch of osteoimmunology specifically investigating the link between bone and immune system has been developed. Among molecular mediators potentially relevant in this field, vitamin D has been recently pointed out, and abnormalities of the vitamin D axis have been described in both in vitro and in vivo models of inflammatory bowel diseases (IBD) and arthritis. Furthermore, vitamin D deficiency has been reported in patients affected by IBD and chronic inflammatory arthritis, thus suggesting the intriguing possibility of impacting the disease activity by the administration vitamin D supplements. In the present review, the complex interwoven link between vitamin D signaling, gut barrier integrity, microbiota composition, and the immune system was examined. Potential clinical application exploiting vitamin D pathway in the context of IBD and arthritis is presented and critically discussed. A more detailed comprehension of the vitamin D effects and interactions at molecular level would allow one to achieve a novel therapeutic approach in gastro-rheumatologic inflammatory diseases through the design of specific trials and the optimization of treatment protocols.