Vitamin D system comprises hormone precursors, active metabolites, carriers, enzymes, and receptors involved in genomic and non-genomic effects. In addition to classical bone-related effects, this system has also been shown to activate multiple molecular mediators and elicit many physiological functions. In vitro and in vivo studies have, in fact, increasingly focused on the “non-calcemic” actions of vitamin D, which are associated with the maintenance of glucose homeostasis, cardiovascular morbidity, autoimmunity, inflammation, and cancer. In parallel, growing evidence has recognized that a multimodal association links vitamin D system to brain development, functions and diseases. With vitamin D deficiency reaching epidemic proportions worldwide, there is now concern that optimal levels of vitamin D in the bloodstream are also necessary to preserve the neurological development and protect the adult brain. The aim of this review is to highlight the relationship between vitamin D and neurological diseases.