Vitamin D deficiency is a commonly observed global phenomenon in both the general population as well as hospitalized patients, especially critically ill patients. Many studies have demonstrated an association between vitamin D deficiency and risk of chronic diseases, including cardiovascular disease, diabetes, cancers, autoimmune diseases, and infectious diseases. Vitamin D deficiency is also associated with multiple adverse health outcomes, including increased morbidity and mortality in critically ill patients. The purpose of this review article is to present the current knowledge of clinical outcomes as well as the positive and adverse effects of vitamin D supplements on the relationship between vitamin D status and critical illness. In addition, future strategies for dealing with vitamin D deficiency are suggested.