(1) Background: Mental disorders are conditions that affect a person’s cognition, mood, and behaviour, such as depression, anxiety, bipolar disorder, and schizophrenia. In contrast, neurological disorders are diseases of the brain, spinal cord, and nerves. Such disorders include strokes, epilepsy, Alzheimer’s, and Parkinson’s. Both mental and neurological disorders pose significant global health challenges, impacting hundreds of millions worldwide. Research suggests that certain vitamins, including vitamin D, may influence the incidence and severity of these disorders; (2) Methods: This systematic review examined the potential effects of vitamin D supplementation on various mental and neurological disorders. Evidence was gathered from databases like PubMed, Cochrane, and Google Scholar, including multiple randomized controlled trials comparing vitamin D supplementation to placebo or no treatment for conditions like depression, bipolar disorder, epilepsy, schizophrenia, and neuroinflammation; (3) Results: The findings strongly indicate that vitamin D supplementation may benefit a range of mental health and neurological disorders. The magnitude of the beneficial impact varied by specific disorder, but the overall pattern strongly supports the therapeutic potential of vitamin D on these disorders; (4) Conclusions: This review provides valuable insight into the role vitamin D may play in the management of critical brain-related health issues.