Vitamin D3 (Vit D3) and 25(OH)D3 are used as dietary sources of active vitamin D [1,25(OH)2D3] in pig husbandry. Although acting primarily on intestine, kidney, and bone, their use in pig nutrition has shown a wide range of effects also in peripheral tissues. However, there is an ambiguity in the existing literature about whether the effects of Vit D3 and 25(OH)D3 differ in attributing the molecular and phenotypic outcomes in pigs. We searched Web of Science and PubMed databases concerning the efficacy of Vit D3 in comparison with 25(OH)D3 on pig physiology, i.e., reproductive capacities, growth performance, immunity, and bone development. Dietary intake of Vit D3 or 25(OH)D3 did not influence the reproductive capacity of sows. Unlike Vit D3, the maternal intake of 25(OH)D3 significantly improved the growth performance of piglets, which might be attributed to maternally induced micronutrient efficiency. Consequently, even in the absence of maternal vitamin D supplementation, 25(OH)D3-fed offspring also demonstrated better growth than the offspring received Vit D3. Moreover, a similar superior impact of 25(OH)D3 was seen with respect to serum markers of innate and humoral immunity. Last but not least, supplements containing 25(OH)D3 were found to be more effective than Vit D3 to improve bone mineralization and formation, especially in pigs receiving basal diets low in calcium and phosphorus. The insights are of particular value in determining the principal dietary source of vitamin D to achieve its optimum utilization efficiency, nutritional benefits, and therapeutic potency and to further improve animal welfare across different management types.