Hypovitaminosis D is a worldwide disorder, with a high prevalence in the general population of both Western and developing countries. In HIV patients, several studies have linked vitamin D status with bone disease, neurocognitive impairment, depression, cardiovascular disease, high blood pressure, metabolic syndrome, type 2 diabetes mellitus, infections, autoimmune diseases like type 1 diabetes mellitus, and cancer. In this review, we focus on the most recent epidemiological and experimental data dealing with the relationship between vitamin D deficiency and HIV infection. We analysed the extent of the problem, pathogenic mechanisms, clinical implications, and potential benefits of vitamin D supplementation in HIV-infected subjects.