Vitamin D has historically been associated with bone metabolism. However, over the years, a growing body of evidence has emerged indicating its involvement in various physiological processes that may influence the onset of numerous pathologies (cardiovascular and neurodegenerative diseases, rheumatological diseases, fertility, cancer, diabetes, or a condition of fatigue). This narrative review investigates the current knowledge of the pathophysiological mechanisms underlying fatigue and the ways in which vitamin D is implicated in these processes. Scientific studies in the databases of PubMed, Scopus, and Web of Science were reviewed with a focus on factors that play a role in the genesis of fatigue, where the influence of vitamin D has been clearly demonstrated. The pathogenic factors of fatigue influenced by vitamin D are related to biochemical factors connected to oxidative stress and inflammatory cytokines. A role in the control of the neurotransmitters dopamine and serotonin has also been demonstrated: an imbalance in the relationship between these two neurotransmitters is linked to the genesis of fatigue. Furthermore, vitamin D is implicated in the control of voltage-gated calcium and chloride channels. Although it has been demonstrated that hypovitaminosis D is associated with numerous pathological conditions, current data on the outcomes of correcting hypovitaminosis D are conflicting. This suggests that, despite the significant involvement of vitamin D in regulating mechanisms governing fatigue, other factors could also play a role.