Vitamin D is a steroid hormone produced photochemically in animal epidermis exposed to ultraviolet light (UVB). During the past 25 years, several studies have raised data showing that vitamin D exerts marked effects on brain physiology: (i) expression of the VDR receptor and 1α-hydroxylase by cerebral neurons, (ii) the epidemiological links between vitamin D status and central nervous system diseases, (iii) the association between mutations in genes implicated in vitamin D metabolism and cerebral disorders, (iv) the effects of vitamin D supplementation or depletion in animal models of neurodegenerative diseases, (v) the specific action of vitamin D on central nervous system cells, (vi) the discovery of vitamin D action on the immune system and inflammation. Here, we review all the data suggesting that vitamin D is an important cofactor in the occurrence and/or the evolution of neurodegenerative or psychiatric diseases.