The purposes of this study were to evaluate the expression of retinol-binding protein 4 (RBP4) in diabetic rats with atherosclerosis and to investigate the role of vitamin D intervention. Male Wistar rats were randomly divided into 4 groups, including the control group (NC), the diabetic rats (DM1), the untreated diabetic atherosclerosis rats (DM2), and the vitamin D-treated diabetic atherosclerosis rats (DM3). The levels of serum and adipose RBP4, fasting insulin (FINS), fasting plasma glucose (FPG), total cholesterol (TC), high-density lipoprotein cholesterol (HDL-c), triglycerides (TG), low-density lipoprotein cholesterol (LDL-c), 25-hydroxyvitamin D [25(OH)D], C-reactive protein (CRP), and systolic blood pressure (SBP) were measured. Homeostasis model assessment of insulin resistance (HOMA-IR), homeostasis model assessment β-cell function index (HOMA-β), and atherogenic indexes (AI) were calculated. Compared with group NC, the levels of RBP4, TG, LDL-c, FPG, FINS, CRP, AI1, AI2, SBP, and HOMA-IR increased, while the levels of HDL-c, 25(OH)D, and HOMA-β decreased in groups DM1 and DM2. After 8 weeks of vitamin D supplementation in group DM3, the levels of 25(OH)D and HOMA-β increased and the levels of LDL-c, TC, HOMA-IR, FINS, CRP, RBP4, AI1, AI2, and SBP decreased significantly when compared with group DM2 (P < 0.05); Pearson analysis showed that serum RBP4 was positively correlated with TG, FINS, HOMA-IR, SBP, CRP, and AI and negatively correlated with 25(OH)D. In addition, multivariable logistic regression analysis showed that serum RBP4, SBP, and HDL-c were predictors for the presence of diabetic atherosclerosis. These findings suggested that RBP4 could involve in the improvement of diabetic atherosclerosis; vitamin D had the ability to decrease the level of RBP4 and eventually played an important role in preventing atherosclerosis in diabetes.