Resistance to erythropoiesis-stimulating agents (ESAs) has been observed in a considerable proportion of patients with chronic kidney disease (CKD) and it is reportedly associated with adverse outcomes, such as increased cardiovascular morbidity, faster progression to end-stage renal disease (ESRD) and all-cause mortality. The major causes of ESA resistance include chronic inflammation producing suppressive cytokines of early erythroid progenitor proliferation. In addition, pro-inflammatory cytokines stimulate hepcidin synthesis thus reducing iron availability for late erythropoiesis. Recent studies showing an association in deficiencies of the vitamin D axis with low haemoglobin (Hb) levels and ESA resistance suggest a new pathophysiological co-factor of renal anaemia. The administration of either native or active vitamin D has been associated with an improvement of anaemia and reduction in ESA requirements. Notably, these effects are not related to parathyroid hormone (PTH) values and seem to be independent on PTH suppression. Another possible explanation may be that calcitriol directly stimulates erythroid progenitors; however, this proliferative effect by extra-renal activation of 1α-hydroxylase enzyme is only a hypothesis. The majority of studies concerning vitamin D deficiency or supplementation, and degree of renal anaemia, point out the prevalent role of inflammation in the mechanism underlying these associations. Immune cells express the vitamin D receptor (VDR) which in turn is involved in the modulation of innate and adaptive immunity. VDR activation inhibits the expression of inflammatory cytokines in stromal and accessory cells and up-regulates the lymphocytic release of interleukin-10 (IL-10) exerting both anti-inflammatory activity and proliferative effects on erythroid progenitors. In CKD patients, vitamin D deficiency may stimulate immune cells within the bone marrow micro-environment to produce cytokines, inducing impaired erythropoiesis. Immune activation involves the reticuloendothelial system, increasing hepcidin synthesis and functional iron deficiency. Consequences of this inflammatory cascade are erythropoietin (EPO) resistance and anaemia. Given the key role of inflammation in the response to EPO, the therapeutic use of agents with anti-cytokines properties, such as vitamin D and paricalcitol, may provide benefit in the prevention/treatment of ESA hyporesponsiveness.