Recent studies suggested a potential link between vitamin D deficiency and cardiovascular risk factors, including dyslipidemia. This study aimed to investigate the association between serum 25(OH)D levels and atherogenic lipid profiles, specifically, that of small dense low-density lipoprotein-cholesterol (sdLDL-C). From 2009 to 2011, a total of 715 individuals aged 35–65 without evident cardiovascular disease (CVD) were enrolled. Their levels of serum 25(OH)D and lipid profiles were measured. Vitamin D deficiency was found to be more common in females, smokers, alcohol drinkers, individuals at a younger age, and those who do not exercise regularly. The analysis of lipid profiles revealed that high sdLDL-C levels were associated with low serum vitamin D levels and were more common among cigarette smokers; alcohol drinkers; individuals with hypertension; individuals with high BMI; and those with high levels of fasting blood glucose, triglycerides, LDL-C, and VLDL-C. The use of multivariate logistic regression verified a strong negative correlation between low vitamin D status (serum 25(OH)D < 15 ng/mL) and the three identified biomarkers of atherogenic dyslipidemia: high serum levels of sdLDL-C, triglycerides, and VLDL-C. This study provides strong evidence that vitamin D deficiency is associated with atherogenic dyslipidemia, and in particular, high sdLDL-C levels in middle-aged adults without CVD.