Despite the presence of several studies in literature, the real connection between vitamin D serological levels, vitamin D receptor and melanoma remains unclear, probably because of the complex correlation between vitamin D and melanoma. Indeed, UV radiations are not reported as the main risk factor for melanoma in non-sun-exposed, while systemic immunosuppression, anatomical and physiological features may contribute to malignancy. Therefore, the correlation between melanoma cells in sun-exposed areas and vitamin D, as well as vitamin D receptor could be different from the one in melanoma of sun-shielded sites. These differences may also explain the controversial results reported in the literature regarding the correlation between melanoma and vitamin D, as well as the different outcomes in melanoma patients treated with vitamin D as adjuvant therapy. The aim of this review is to highlight the most recent findings about vitamin D and melanoma, focusing on the anatomic site of the primary tumor as well as on the possible therapeutic uses of vitamin D in melanoma patients.