Evidence supporting the extra-skeletal role of vitamin D in modulating immune responses is centred on the effects of its final metabolite, 1,25-dihydroxyvitamin D
3
(1,25(OH)
2
D
3
, also known as calcitriol), which is regarded as a true steroid hormone. 1,25(OH)
2
D
3
, the active form of vitamin D, can modulate the innate immune system in response to invading pathogens, downregulate inflammatory responses and support the adaptive arm of the immune system. Serum concentrations of its inactive precursor 25-hydroxyvitamin D
3
(25(OH)D
3
, also known as calcidiol) fluctuate seasonally (being lowest in winter) and correlate negatively with the activation of the immune system as well as with the incidence and severity of autoimmune rheumatic diseases such as rheumatoid arthritis, systemic lupus erythematosus and systemic sclerosis. Thus, a low serum concentration of 25(OH)D
3
is considered to be a risk factor for autoimmune rheumatic diseases and vitamin D
3
supplementation seems to improve the prognosis; moreover, long-term vitamin D
3
supplementation seems to reduce their incidence (i.e. rheumatoid arthritis). In the setting of COVID-19, 1,25(OH)
2
D
3
seems to downregulate the early viral phase (SARS-CoV-2 infection), by enhancing innate antiviral effector mechanisms, as well as the later cytokine-mediated hyperinflammatory phase. This Review provides an update of the latest scientific and clinical evidence concerning vitamin D and immune response in autoimmune rheumatic diseases and COVID-19, which justify the need for monitoring of serum 25(OH)D
3
concentrations and for appropriate supplementation following clinical trial-based approaches.