Low concentrations of 25-hydroxyvitamin D have been consistently associated with cardiovascular disease (CVD) in many observational studies. In an analysis published in this issue of the American Journal of Epidemiology, Welles et al. (Am J Epidemiol. 2014;179(11):1279–1287) used data from 946 participants with stable CVD who were enrolled in the Heart and Soul Study (San Francisco Bay Area, 2000–2012) and found that the association of low 25-hydroxyvitamin D with increased secondary CVD event risk was attenuated after adjustment for parathyroid hormone level, suggesting that parathyroid hormone may mediate this association. They used observational data to gain insight into potential mechanisms underlying the association between vitamin D and CVD risk. Their study focused on secondary CVD events, whereas many previous observational studies have focused on incident CVD events among persons without a history of CVD. In this commentary, we place the study by Welles et al. in context with the existing literature and propose future directions for vitamin D research. We highlight a number of methodological concepts that are important in analyzing vitamin D data, including racial differences in vitamin D concentrations and adjustment for seasonal variation in vitamin D concentrations. We agree that randomized controlled trials should be conducted before making guidelines for screening and treating vitamin D deficiency for the prevention of CVD events.