Beside skeletal system maintenance and protection, possible extra-calcium roles of vitamin D have been recently described. In particular, studies have investigated possible roles of vitamin D as a key modulator of inflammation and immune mechanisms and of the intestinal mucosa barrier. In this regard, vitamin D has been considered as a factor that affects different conditions such as immune-mediated diseases. The new emerging role of vitamin D and its involvement in immune modulation has led it to be considered as a possible key factor involved in celiac disease (CD) onset. CD is a chronic immune-mediated enteropathy of the small intestine that is triggered by dietary gluten protein exposure in individuals who are genetically predisposed. However, along with gluten, other environmental factors are also involved in CD onset. The renewed interest in a molecule that offers great possibilities for new roles has led to an increase in studies, although there remains a lack of studies aimed at contextualizing the role of vitamin D on CD. This review aims to define the possible role of vitamin D in CD onset as it is presently understood, taking into account potential links among vitamin D, the immune system and CD.