Active vitamin D (1,25(OH)2D3) is known to exert direct anti-cancer actions on various malignant tissues through binding to the vitamin D receptor (VDR). These effects have been demonstrated in breast, prostate, renal and thyroid cancers, which all have a high propensity to metastasise to bone. In addition, there is evidence that vitamin D catabolism via 24-hydroxylase (CYP24A1) is altered in tumour cells, thus, reducing local active vitamin D levels in cancer cells. The aim of this study was to assess VDR and CYP24A1 expression in various types of bone metastases by using immunohistochemistry. Overall, a high total VDR protein expression was detected in 59% of cases (39/66). There was a non-significant trend of high-grade tumours towards the low nuclear VDR expression (p = 0.07). Notably, patients with further distant metastases had a reduced nuclear VDR expression (p = 0.03). Furthermore, a high CYP24A1 expression was detected in 59% (39/66) of bone metastases. There was a significant positive correlation between nuclear VDR and CYP24A1 expression (p = 0.001). Collectively, the VDR and CYP24A1 were widely expressed in a multitude of bone metastases, pointing to a potential role of vitamin D signalling in cancer progression. This is of high clinical relevance, as vitamin D deficiency is frequent in patients with bone metastases.