Vitamin D (VD) deficiency has been associated with various tumors. However, the association between VD and skin cancer is controversial. Although in non-melanoma skin cancer, adequate or even high levels of VD can be associated with a higher risk of developing tumors, this could be biased by the direct association between sun exposure and VD levels. Regarding melanoma, results are contradictory. Most studies analyzed state that higher levels of VD could reduce the risk of melanoma, be associated with melanomas with better prognosis and with an enhanced antitumor response, and also with fewer adverse events associated with melanoma immunotherapy. However, prospective studies of adequate methodological quality are still needed to assess the association between VD levels and its supplementation and development/prognosis in skin cancer.