Classically, a secosteroid hormone, vitamin D, has been implicated in calcium and phosphate homeostasis and has been associated with the pathogenesis of rickets and osteomalacia in patients with severe nutritional vitamin D deficiency. The spectrum of known vitamin D-mediated effects has been expanded in recent years. However, the mechanisms of how exactly this hormone elicits its biological function are still not fully understood. The interaction of this metabolite with the vitamin D receptor (VDR) and, subsequently, with the vitamin D-responsive element in the region of specific target genes leading to the transcription of genes whose protein products are involved in the traditional function of calcitriol (known as genomic actions). Moreover, in addition to these transcription-dependent mechanisms, it has been recognized that the biologically active form of vitamin D3, as well as its immediate precursor metabolite, calcifediol, initiate rapid, non-genomic actions through the membrane receptors that are bound as described for other steroid hormones. So far, among the best candidates responsible for mediating rapid membrane response to vitamin D metabolites are membrane-associated VDR (VDRm) and protein disulfide isomerase family A member 3 (Pdia3). The purpose of this paper is to provide an overview of the rapid, non-genomic effects of calcifediol and calcitriol, whose elucidation could improve the understanding of the vitamin D3 endocrine system. This will contribute to a better recognition of the physiological acute functions of vitamin D3, and it could lead to the identification of novel therapeutic targets able to modulate these actions.