Purpose To analyze the associations between cholecalciferol or calcifediol supplementation, serum 25-hydroxyvitamin D (25OHD) levels and COVID-19 outcomes in a large population. Methods All individuals >= 18 years old living in Barcelona-Central Catalonia (n = 4.6 million) supplemented with cholecalciferol or calcifediol from April 2019 to February 2020 were compared with propensity score-matched untreated controls. Outcome variables were SARS-CoV2 infection, severe COVID-19 and COVID-19 mortality occuring during the first wave of the pandemic. Demographical data, comorbidities, serum 25OHD levels and concomitant pharmacological treatments were collected as covariates. Associations between cholecalciferol or calcifediol use and outcome variables were analyzed using multivariate Cox proportional regression. Results Cholecalciferol supplementation (n = 108,343) was associated with slight protection from SARS-CoV2 infection (n = 4352 [4.0%] vs 9142/216,686 [4.2%] in controls; HR 0.95 [CI 95% 0.91-0.98], p = 0.004). Patients on cholecalciferol treatment achieving 25OHD levels >= 30 ng/ml had lower risk of SARS-CoV2 infection, lower risk of severe COVID-19 and lower COVID-19 mortality than unsupplemented 25OHD-deficient patients (56/9474 [0.6%] vs 96/7616 [1.3%]; HR 0.66 [CI 95% 0.46-0.93], p = 0.018). Calcifediol use (n = 134,703) was not associated with reduced risk of SARS-CoV2 infection or mortality in the whole cohort. However, patients on calcifediol treatment achieving serum 25OHD levels >= 30 ng/ml also had lower risk of SARS-CoV2 infection, lower risk of severe COVID-19, and lower COVID-19 mortality compared to 25OHD-deficient patients not receiving vitamin D supplements (88/16276 [0.5%] vs 96/7616 [1.3%]; HR 0.56 [CI 95% 0.42-0.76], p < 0.001). Conclusions In this large, population-based study, we observed that patients supplemented with cholecalciferol or calcifediol achieving serum 25OHD levels >= 30 ng/ml were associated with better COVID-19 outcomes.