Vitamin D is an essential nutrient obtained from the diet and exposure to sunlight. Roles for vitamin D have been established in the function of the cardiovascular, immune, and musculoskeletal systems. An electronic database search was conducted using EMBASE (1967 to August 2012), MEDLINE (1966 to August 2012), SPORTDiscus™ (1975 to August 2012), and the Scientific Electronic Library Online (SciELO) (1998 to August 2012) with no limits of language of publication. Articles that described vitamin D and performance were considered eligible for this review. Recent studies suggest that vitamin D maintains physical performance in athletes and other active populations, e.g., maximal oxygen consumption may be related to vitamin D status. Poor vitamin D status affects muscle strength, and vitamin D may participate in protein synthesis through the actions of the vitamin D receptor in muscle tissue. Vitamin D may protect against overuse injuries, such as stress fracture, through its well-documented role in calcium metabolism. The objective of this manuscript is to review recent evidence regarding the importance of vitamin D for maintaining physical performance, and includes specific examples of how vitamin D supports the cardiovascular, immune, and musculoskeletal systems.