<i>Objective:</i> Vitamin D has been shown to have multiple biological targets mediated by the vitamin D receptor present in many cells. Specific actions on the central nervous system (CNS) have been described. The objective of this review was to describe the relationship between vitamin D and the nervous system throughout the different stages of life. <i>Methods:</i> A bibliographical search was performed in the MedLine and Cochrane library databases. The keywords used were: ‘vitamin D’ and ‘nervous system’ and/or ‘central nervous system’ and/or ‘nervous system diseases’ and/or ‘psychological tests’ and/or ‘neuropsychological tests’ and/or ‘mental disorders’. The search period ranged from 01/01/1988 to 31/10/2009. Two hundred and ninety-five abstracts were first identified after screening. A final selection of 127 articles was used for the purpose of this review. <i>Results:</i> The studies published over the past 20 years provide an increasing number of arguments in favor of a life-long role of vitamin D on the nervous system as a whole, and in particular on the CNS. During cerebral development, vitamin D may act like a neurosteroid hormone in the areas of neurotransmission, neuroprotection, and neuroimmunomodulation. Moreover, vitamin D deficiency has been associated with neurological and psychiatric disorders. In older adults, hypovitaminosis D has been associated with neuromuscular disorders, dementia, and Parkinson’s disease. Thus, vitamin D supplementation might have a protective effect against these neurological disorders. <i>Conclusions:</i> Vitamin D has been associated with many neurological functions and its deficiency with dysfunction. Low serum 25-hydroxyvitamin D concentrations can potentially be reversed. This simple and low-cost correction might contribute to the primo-secondary prevention of various neuropsychiatric disorders.