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The number of studies reporting beneficial effects of sunlight and vitamin D on several types of cancer with a high mortality rate is growing rapidly. Present health recommendations on sun exposure are mainly based on the increased risks for skin cancer. We reviewed all published studies concerning cancer and sun exposure and vitamin D, respectively, excluding those about skin cancer. Most identified ecological, case–control and prospective studies on the incidence and mortality of colorectal, prostate, breast carcinoma and non-Hodgkin lymphoma reported a significantly inverse association with sun exposure. The results of the included studies on the association between cancer risk and vitamin D were much less consistent. Only those studies that prospectively examined the 25-hydroxyvitamin D serum levels in relation to risk of colorectal cancer are homogeneous: they all reported inverse associations, although not all reaching statistical significance. The results of the intervention studies are suggestive of a protective role of high doses of vitamin D in cancer, but they have been criticized in the literature. We, therefore, conclude that there is accumulating evidence for sunlight as a protective factor for several types of cancer. The same conclusion can be made concerning high vitamin D levels and the risk of colorectal cancer. This evidence, however, is not conclusive, because the number of (good quality) studies is still limited and publication biases cannot be excluded. The discrepancies between the epidemiological evidence for a possible preventive effect of sunlight and vitamin D and the question of how to apply the findings on the beneficial effects of sunlight to (public) health recommendations are discussed.