(1) Background: Vitamin D deficiency is an important public health concern and supplementation is common for this deficiency. Many different modes of delivering supplementation have been proposed in order to enhance absorption and utilization. The present review compared the efficacy of vitamin D3 buccal spray against other forms of supplementation delivery. (2) Methods: The protocol was registered at PROSPERO (CRD42019136146). Medline/PubMed, CENTRAL and clinicaltrials.gov were searched from their inception until September 2019, for randomized controlled trials (RCTs) that compare vitamin D3 delivery via sublingual spray against other delivery methods. Eligible RCTs involved humans, of any age and health status, published in any language that evaluated changes in plasma 25(OH)D concentrations. Three reviewers independently extracted data, assessed risk of bias (RoB) and the quality of the trials. (3) Results: Out of 9759 RCTs, four matched the predefined criteria. Intervention duration ranged from 30 days to 3 months whereas vitamin D3 dosage ranged between 800 and 3000 IU/day. One RCT advocated for the superiority of buccal spray in increasing plasma 25(OH)D concentrations, although several limitations were recorded in that trial. The rest failed to report differences in post-intervention 25(OH)D concentrations between delivery methods. Considerable clinical heterogeneity was observed due to study design, intervention duration and dosage, assays and labs used to perform the assays, population age and health status, not allowing for synthesis of the results. (4) Conclusions: Based on the available evidence, delivery of vitamin D3 via buccal spray does not appear superior to the other modes of delivery. Future RCTs avoiding the existing methodological shortcomings are warranted.