Vitamin D receptor agonists (VDRAs) are commonly prescribed in chronic kidney disease (CKD). However, their protective effects on bone remain controversial. We performed a systematic review and meta‐analysis of randomized controlled trials (RCTs) to evaluate the effect of VDRAs on fracture risk and bone mineral density (BMD) in adult patients with CKD. We searched MEDLINE, EMBASE, CENTRAL, http://clinicaltrials.gov, and the WHO's International Clinical Trials Registry Platform databases from inception to June 19, 2021. We included RCTs comparing VDRAs, to placebo or another medication, in adults with CKD requiring or not dialysis. Conference abstracts and trials involving kidney transplant recipients and/or comparing VDRAs to antiresorptive or anabolic bone therapy were excluded. Primary outcome was fracture at any anatomical site. Secondary outcomes were BMD at femoral neck, lumbar spine, and/or total hip. Prespecified subgroup analyses were conducted according to baseline demographics, overall risk of bias, and follow‐up time. From 6868 references retrieved, eight RCTs were eligible: five reported fracture, two reported BMD, and one reported both outcomes. As comparator, one study used no VDRAs, one used nutritional intervention and no medication, and six used placebo. In meta‐analysis, VDRAs were not associated with a significant reduction in total fractures in overall (risk ratio = 0.79, 95% confidence interval 0.38–1.65, I2 = 0%, six trials, 1507 participants, 27 fractures) or in prespecified subgroup analyses. Three trials reported BMD at different sites and with different BMD measurements; thus, a meta‐analysis could not be performed. Two RCTs were at high risk of bias, notably because of deviations from the intended interventions. As limitation, we have to mention the low total number of fractures included in our meta‐analysis. In conclusion, current evidence from RCTs is insufficient to associate VDRAs with bone protection in CKD. Further large and long‐term studies specifically designed to evaluate the efficacy of VDRAs on bone outcomes are thus required. © 2022 The Authors. JBMR Plus published by Wiley Periodicals LLC on behalf of American Society for Bone and Mineral Research.