Background: Vitamin D deficiency has been associated with an accelerated deterioration in lung function and increased exacerbations in chronic obstructive pulmonary disease (COPD). 25(OH) vitamin D levels have been indicated as a potentially useful marker for adverse results related to COPD. Methods: VITADEPOC is a cross-sectional clinical study recruiting consecutive patients with high-risk COPD. The objective of our study was to investigate vitamin D determination frequency in patients with high-risk COPD in clinical practice at outpatient clinics in Spain and to describe the factors associated with vitamin D testing. We also aimed to determine the frequency of vitamin D deficiency in these patients. Results: Only 51 (44%) patients underwent vitamin D determination and 33 (28.4%) had received vitamin D supplements in clinical practice. The patients who underwent testing for vitamin D in clinical practice were more often women (58.8% vs. 26.2%, p < 0.001) with comorbidities such as osteoporosis (19.6% vs. 6.2%, p < 0.001) or chronic renal failure (7.8% vs. 0%, p < 0.001) and with exacerbator phenotype (55% vs. 32.3%, p = 0.015). A total of 63 (54.3%) patients had serum vitamin D levels <20 ng/mL at the inclusion visit. Of these, 29 (46%) had serum vitamin D levels <12 ng/mL (severe deficiency). Having a history of inhaled corticosteroids (OR 3.210, p < 0.016), being treated with a cycle of systemic corticosteroids (OR 2.149, p < 0.002), and having a lower physical activity level (OR 3.840, p < 0.004) showed a statistically significant positive association with vitamin D deficiency. Conclusion: The testing of vitamin D levels in patients with high-risk COPD treated at outpatient respiratory clinics in Spain is infrequent. However, when tested, a severe deficiency is detected in one in four patients. Efforts to optimize case detection in COPD are needed.