Introduction: Vitamin D plays a vital role in maintaining homeostasis and enhancing the absorption of calcium, an essential component for strengthening bones and preventing osteoporosis. There are many factors known to relate to plasma vitamin D concentration (PVDC). However, most of these studies were performed with traditional statistical methods. Nowadays, machine learning methods (Mach-L) have become new tools in medical research. In the present study, we used four Mach-L methods to explore the relationships between PVDC and demographic, biochemical, and lifestyle factors in a group of healthy premenopausal Chinese women. Our goals were as follows: (1) to evaluate and compare the predictive accuracy of Mach-L and MLR, and (2) to establish a hierarchy of the significance of the aforementioned factors related to PVDC. Methods: Five hundred ninety-three healthy Chinese women were enrolled. In total, there were 35 variables recorded, including demographic, biochemical, and lifestyle information. The dependent variable was 25-OH vitamin D (PVDC), and all other variables were the independent variables. Multiple linear regression (MLR) was regarded as the benchmark for comparison. Four Mach-L methods were applied (random forest (RF), stochastic gradient boosting (SGB), extreme gradient boosting (XGBoost), and elastic net). Each method would produce several estimation errors. The smaller these errors were, the better the model was. Results: Pearson’s correlation, age, glycated hemoglobin, HDL-cholesterol, LDL-cholesterol, and hemoglobin were positively correlated to PVDC, whereas eGFR was negatively correlated to PVDC. The Mach-L methods yielded smaller estimation errors for all five parameters, which indicated that they were better methods than the MLR model. After averaging the importance percentage from the four Mach-L methods, a rank of importance could be obtained. Age was the most important factor, followed by plasma insulin level, TSH, spouse status, LDH, and ALP. Conclusions: In a healthy Chinese premenopausal cohort using four different Mach-L methods, age was found to be the most important factor related to PVDC, followed by plasma insulin level, TSH, spouse status, LDH, and ALP.