While recent laboratory-based studies have substantially advanced our understanding of the action of vitamin D in the brain, much is still unknown concerning how vitamin D relates to mood. The few epidemiological studies of vitamin D and depression have produced inconsistent results and generally have had substantial methodological limitations. Recent findings from a randomized trial suggest that high doses of supplemental vitamin D may improve mild depressive symptoms, but important questions persist concerning how vitamin D may affect monoamine function and hypothalamic-pituitary-adrenal axis response to stress, whether vitamin D supplementation can improve mood in individuals with moderate-to-severe depression, and whether vitamin D sufficiency is protective against incident depression and recurrence. At this time, it is premature to conclude that vitamin D status is related to the occurrence of depression. Additional prospective studies of this relationship are essential.