Asthma is a chronic non-communicable disease that affects all age groups. The main challenge this condition poses is its heterogeneity. The role of vitamin D in asthma has aroused great interest, correlating low vitamin D levels and polymorphisms in the genes involved in its metabolic pathway with the risk of asthma. The aim of this study was to evaluate the influence of 13 single nucleotide polymorphisms (SNPs) related to the vitamin D metabolism on the susceptibility to asthma. An observational case-control study was performed, including 221 patients with asthma and 442 controls of Caucasian origin from southern Spain. The SNPs CYP24A1 (rs6068816, rs4809957), CYP27B1 (rs10877012, rs4646536, rs703842, rs3782130), GC (rs7041), CYP2R1 (rs10741657) and VDR (ApaI, BsmI, FokI, Cdx2, TaqI) were analyzed by real-time PCR, using TaqMan probes. The logistic regression model adjusted for body mass index revealed that in the genotype model, carriers of the Cdx2 rs11568820-AA genotype were associated with a higher risk of developing asthma (p = 0.005; OR = 2.73; 95% CI = 1.36–5.67; AA vs. GG). This association was maintained in the recessive model (p = 0.004). The haplotype analysis revealed an association between the ACTATGG haplotype and higher risk of asthma for the rs1544410, rs7975232, rs731236, rs4646536, rs703842, rs3782130 and rs10877012 genetic polymorphisms (p = 0.039). The other SNPs showed no effect on risk of developing asthma. The Cdx2 polymorphism was significantly associated with the susceptibility of asthma and could substantially act as a predictive biomarker of the disease.