The prevalence of autoimmune diseases (ADs) has increased over the past few decades. Vitamin D deficiency is a common factor in many of these diseases, whose etiology remains poorly understood. The objective of this study was to review published data on the role of vitamin D in ADs. Vitamin D insufficiency has been described as an important factor in the development of some ADs, generally attributed to the key role of this vitamin in the immune system. Most studies show that adequate supplementation can prevent and improve the development of some of these diseases, although the optimal vitamin D dose remains controversial. We highlight the importance of measuring serum vitamin D levels of the population and developing strategies to improve and maintain levels with no health risks.