Vitamin D is a pleiotropic molecule with a well-characterised immunomodulatory activity in vitro; however, its potential clinical application in autoimmune conditions has yet to be clarified. Several authors have investigated the use of vitamin D as a disease-modifying anti-rheumatic drug (DMARD) in rheumatoid arthritis (RA), obtaining divergent conclusions. This systematic review summarises and critically analyses the findings of papers assessing the impact of vitamin D supplementation on pain relief, disease activity, functional status and flare rate. We conclude that the correction of hypovitaminosis D may have a beneficial effect on pain perception; moreover, the achievement of an adequate plasma vitamin D concentration obtained with high-dose regimens might evoke immunomodulatory activities of vitamin D and favourably impact on disease control. Nevertheless, the current evidence is still not strong enough to support the use of cholecalciferol as a DMARD in RA, and further studies are required to clarify this issue.