Vitamin D receptors are present in areas of the brain involved in mood regulation, such as the hippocampus and prefrontal cortex. It is suggested that Vitamin D may modulate the synthesis and release of neurotransmitters, including serotonin, dopamine, and norepinephrine, which play crucial roles in mood regulation and are implicated in depression. Vitamin D also has anti-inflammatory properties and can influence immune system functioning. Chronic inflammation has been linked to the development of depression. Vitamin D may help regulate the immune response, reducing inflammation and potentially mitigating depressive symptoms. The deficiency of this vitamin has been previously thought to be not as common as recognized now. This review examined multiple studies to investigate the correlation between Vitamin D deficiency and clinical depression in children and adolescents. While numerous studies conducted on adult cohorts have established a plausible association between Vitamin D deficiency and depression, the body of research focused on individuals under the age of 18 remains significantly limited. Drawing from the existing literature, it is imperative for mental health clinicians to uphold a vigilant clinical approach, emphasizing early identification and intervention for the diagnosis and management of Vitamin D deficiency in this demographic.