The beneficial effects of vitamin D in humans are numerous and various, and include neuronal, immune and bone homeostasis, and regulation of cardiovascular function. Recent studies have related vitamin D levels to cancer cell proliferation, but meta-analyses on this subject have provided controversial results. This review deals with the antioxidant and anti-inflammatory function of Vitamin D in chronic diseases, focusing mainly on cancer, immune diseases, cardiomyopathies. Vitamin D contributes significantly to reducing pro-oxidant biomarkers, both systemic and in specific tissues, involved in the development, progression, and recurrence of cancer, chronic and cardiometabolic diseases. The overall picture provided by this work highlights the need for new randomised controlled trials on oral Vitamin D supplementation in patients affected by cancer, or neurological and cardiovascular disorders, with the purpose of lowering risk factors for relapse of these diseases and improving patients' quality of life.