It is widely known that vitamin D receptors have been found in neurons and glial cells, and their highest expression is in the hippocampus, hypothalamus, thalamus and subcortical grey nuclei, and substantia nigra. Vitamin D helps the regulation of neurotrophin, neural differentiation, and maturation, through the control operation of growing factors synthesis (i.e., neural growth factor [NGF] and glial cell line-derived growth factor (GDNF), the trafficking of the septohippocampal pathway, and the control of the synthesis process of different neuromodulators (such as acetylcholine [Ach], dopamine [DA], and gamma-aminobutyric [GABA]). Based on these assumptions, we have written this review to summarize the potential role of vitamin D in neurological pathologies. This work could be titanic and the results might have been very fuzzy and even incoherent had we not conjectured to taper our first intentions and devoted our interests towards three mainstreams, demyelinating pathologies, vascular syndromes, and neurodegeneration. As a result of the lack of useful therapeutic options, apart from the disease-modifying strategies, the role of different risk factors should be investigated in neurology, as their correction may lead to the improvement of the cerebral conditions. We have explored the relationships between the gene-environmental influence and long-term vitamin D deficiency, as a risk factor for the development of different types of neurological disorders, along with the role and the rationale of therapeutic trials with vitamin D implementation.