Recurrent pregnancy loss (RPL) affects approximately 1%-2% of reproductive women. Auto- and cellular immune responses seem to be associated with RPL. Vitamin D (VD) has been shown to play a role in the modulation of the immune system. Effects of VD deficiency (VDD) in pregnancy have been associated with preeclampsia, gestational diabetes, fetal growth restriction, preterm labor, and sporadic spontaneous abortion (SA). We systematically reviewed articles that studied women with 2 or more SA and its association with VD. Eleven studies were included. Studies reported a high prevalence of VD insufficiency (VDI) or VDD in women with RPL and suggested that this could be associated with immunological dysregulation and consequently with RPL. Immunological benefits were reported in the peripheral blood of women with RPL after VD exposure. Thus, it is possible to speculate a beneficial role for VD supplementation in RPL. It seems that there are not differences in the vitamin D receptor (VDR) and CYP27B1 expression in endometrium of women with RPL but, in villous and decidual tissues, RPL women seem to have a decreased expression of VDR and, perhaps, a decreased expression of CYP27B1. Further randomized controlled studies are required to investigate the association between VDD or VDI and RPL.