Vitamin D plays a pivotal role in bone homeostasis and calcium metabolism. However, recent research has indicated additional beneficial effects of vitamin D on the cardiovascular system. This review aims to elucidate if vitamin D can be used as an add-on treatment in coronary artery disease (CAD). Large-scale epidemiological studies have found a significant inverse association between serum 25(OH)-vitamin D levels and the prevalence of essential hypertension. Likewise, epidemiological data have suggested plasma levels of vitamin D to be inversely correlated to cardiac injury after acute myocardial infarction (MI). Remarkably, in vitro trials have showed that vitamin D can actively suppress the intracellular NF-κB pathway to decrease CAD progression. This is suggested as a mechanistic link to explain how vitamin D may decrease vascular inflammation and atherosclerosis. A review of randomized controlled trials with vitamin D supplementation showed ambiguous results. This may partly be explained by heterogeneous study groups. It is suggested that subgroups of diabetic patients may benefit more from vitamin D supplementation. Moreover, some studies have indicated that calcitriol rather than cholecalciferol exerts more potent beneficial effects on atherosclerosis and CAD. Therefore, further studies are required to clarify these assumptions.