The Vitamin D Receptor (VDR) mediates the actions of 1,25-Dihydroxvitamin D3 (1,25(OH)2D3), which has important roles in bone homeostasis, growth/differentiation of cells, immune functions, and reduction of inflammation. Emerging evidences suggest that epigenetic modifications of the VDR gene, particularly DNA methylation, may contribute to the onset and progression of many human disorders. This review aims to summarize the available information on the role of VDR methylation signatures in different pathological contexts, including autoimmune diseases, infectious diseases, cancer, and others. The reversible nature of DNA methylation could enable the development of therapeutic strategies, offering new avenues for the management of these worldwide diseases.