Vitamin D deficiency is a prevalent condition, occurring in about 30–50% of the population, observed across all ethnicities and among all age groups. Besides the established role of vitamin D in calcium homeostasis, its deficiency is emerging as a new risk factor for cardiovascular disease (CVD). In particular, several epidemiological and clinical studies have reported a close association between low vitamin D levels and major CVDs, such as coronary artery disease, heart failure, and atrial fibrillation. Moreover, in all these clinical settings, vitamin deficiency seems to predispose to increased morbidity, mortality, and recurrent cardiovascular events. Despite this growing evidence, interventional trials with supplementation of vitamin D in patients at risk of or with established CVD are still controversial. In this review, we aimed to summarize the currently available evidence supporting the link between vitamin D deficiency and major CVDs in terms of its prevalence, clinical relevance, prognostic impact, and potential therapeutic implications.