Vitamin D deficiency can damage the human immune system, and the complement system is a key component of the immune system. This study aimed to elucidate the mechanism by which vitamin D affects the immune system by analyzing the changes in the protein expression of the complement system under different vitamin D levels. We selected 40 participants and divided them into three groups according to their serum levels of 25-hydroxyvitamin D (25(OH)VD): group A, 25(OH)VD ≥ 40 ng/mL; group B, 30 ng/mL ≤ 25(OH)VD < 40 ng/mL; and group C, 25(OH)VD < 30 ng/mL. Serum samples were subjected to biochemical analysis, followed by proteomic analysis using high-throughput untargeted proteomic techniques. Vitamin D deficiency increased the levels of fasting blood sugar, fasting serum insulin, and homeostasis model assessment (HOMA) of insulin resistance and decreased the secretion of HOMA of β-cell function, which led to insulin resistance and glucose metabolism disorder. Moreover, vitamin D deficiency resulted in the abnormal expression of 56 differential proteins, among which the expression levels of complement factor B, complement component C9, inducible co-stimulator ligand, and peptidase inhibitor 16 significantly changed with the decrease in vitamin D content. Functional enrichment analysis of these differential proteins showed that they were mainly concentrated in functions and pathways related to insulin secretion and inflammation. In conclusion, vitamin D deficiency not only contributes to insulin resistance and glucose metabolism disorder but also causes abnormal protein expression, resulting in the abnormal activation of the complement system. This study provides a novel theoretical basis for further studies on the relationship between vitamin D and the immune system.