Vitamin D (VD) is a pro-hormone that has long been known as a key regulator of calcium homeostasis and bone health in both children and adults. In recent years, studies have shown that VD may exert many extra-skeletal functions, mainly through a relevant modulation of the innate and adaptive immune system. This has suggested that VD could play a fundamental role in conditioning development, clinical course, and treatment of several autoimmune disorders, including celiac disease (CD) and inflammatory bowel diseases (IBDs). The main aim of this review is to evaluate the relationships between VD, CD, and IBDs. Literature analysis showed a potential impact of VD on CD and IBDs can be reasonably assumed based on the well-documented in vitro and in vivo VD activities on the gastrointestinal tract and the immune system. The evidence that VD can preserve intestinal mucosa from chemical and immunological damage and that VD modulation of the immune system functions can contrast the mechanisms that lead to the intestinal modifications characteristic of gastrointestinal autoimmune diseases has suggested that VD could play a role in controlling both the development and the course of CD and IBDs. Administration of VD in already diagnosed CD and IBD cases has not always significantly modified disease course. However, despite these relevant problems, most of the experts recommend monitoring of VD levels in patients with CD and IBDs and administration of supplements in patients with hypovitaminosis.