Vitamin D is a common treatment against secondary hyperparathyroidism in renal patients. However, the rationale for the prescription of vitamin D sterols in chronic kidney disease (CKD) is rapidly increasing due to the coexistence of growing expectancies close to unsatisfactory evidences, such as (1) the lack of randomized controlled trials (RCTs) proving the superiority of any vitamin D sterol against placebo on patients centered outcomes, (2) the scanty clinical data on head to head comparisons between the multiple vitamin D sterols currently available, (3) the absence of RCTs confirming the crescent expectations on nutritional vitamin D pleiotropic effects even in CKD patients, (4) the promising effects of vitamin D receptors activators (VDRA) against proteinuria and myocardial hypertrophy in diabetic CKD cohorts, and (5) the conflicting data on the impact on mortality of VDRA versus calcimimetic centered regimens to control CKD-MBD. The present review arguments these issues focusing on the opened questions that nephrologists should consider dealing with the prescription of nutritional vitamin D or VDRA and with the choice of a VDRA versus a calcimimetic based regimen in CKD-MBD patients.