Chronic low serum 25-hydroxyvitamin D (25OHD) concentrations are common in adults and are associated with numerous non-skeletal diseases. Vitamin D receptors (VDR) are located in the human cortex and hippocampus, which are key areas for cognition. The objective of this study was to systematically review all published data from the past 30 years which examined the association between serum 25OHD concentrations and cognitive performance in adults. An English and French Medline, PsycINFO® and Cochrane Library search ranging from 1979 to 2008 indexed under the Medical Subject Heading (MeSH) terms ‘Vitamin D’ or ‘Hydroxycholecalciferols’ combined with the terms ‘Dementia’ or ‘Cognition’ or ‘Cognition Disorders’ or ‘Delirium’ or ‘Memory’ or ‘Memory Disorders’ or ‘Orientation’ or ‘Executive Functions’ or ‘Attention’ or ‘Brain’ or ‘Neuropsychological Tests’ was performed. Of the 99 selected studies, five observational studies met the selection criteria and were included in the final analysis. No prospective cohort study was found. The number of participants ranged from 32 to 9556 community-dwelling older adults (45–65% women). Three studies showed four significant positive associations between serum 25OHD concentrations and global cognitive functions, whereas three other studies exploring specific aspects of cognition showed 11 non-significant associations. This systematic review shows that the association between serum 25OHD concentrations and cognitive performance is not yet clearly established. The inconclusive results of the reviewed studies could be due to methodology, types of the cognitive tasks used and/or the cellular mechanisms of vitamin D.