Calcifediol is the prohormone of the vitamin D endocrine system (VDES). It requires hydroxylation to move to 1,25(OH)2D3 or calcitriol, the active form that exerts its functions by activating the vitamin D receptor (VDR) that is expressed in many organs, including the lungs. Due to its rapid oral absorption and because it does not require first hepatic hydroxylation, it is a good option to replace the prevalent deficiency of vitamin D (25 hydroxyvitamin D; 25OHD), to which patients with respiratory pathologies are no strangers. Correcting 25OHD deficiency can decrease the risk of upper respiratory infections and thus improve asthma and COPD control. The same happens with other respiratory pathologies and, in particular, COVID-19. Calcifediol may be a good option for raising 25OHD serum levels quickly because the profile of inflammatory cytokines exhibited by patients with inflammatory respiratory diseases, such as asthma, COPD or COVID-19, can increase the degradation of the active metabolites of the VDES. The aim of this narrative revision is to report the current evidence on the role of calcifediol in main respiratory diseases. In conclusion, good 25OHD status may have beneficial effects on the clinical course of respiratory diseases, including COVID-19. This hypothesis should be confirmed in large, randomized trials. Otherwise, a rapid correction of 25(OH)D deficiency can be useful for patients with respiratory disease.