The world is currently facing the COVID-19 pandemic, caused by the novel Severe Acute Respiratory Syndrome Coronavirus-2 (SARS-CoV-2). Due to a lack of specific treatment and prophylaxis, protective health measures that can reduce infection severity and COVID-19 mortality are urgently required. Clinical and epidemiological studies have shown that vitamin D deficiency can be linked to an increased risk of viral infection, including COVID-19. Therefore, in this review, we looked at various possible roles of vitamin D in reducing the risk of COVID-19 infection and severity. We describe in this article that individuals at high risk of vitamin D deficiency should consider taking vitamin D supplements to keep optimal concentrations. Moreover, we discuss different possible mechanisms by which vitamin D can efficiently reduce the risk of infections through modulation of innate and adaptive immunity against various types of infections. It is advisable to perform further studies addressing the observed influence of vitamin D levels to reduce the risk of COVID-19 infection and mortality.