Deficiency of vitamin D is a global concern affecting a huge number of human populations. This deficiency has a serious impact on human health not only affecting bone mineral density but also becoming the reason for cardiovascular disorders, infectious diseases, autoimmune diseases and cancers. Exposure to sunlight is the major source of vitamin D, but due to the present day-to-day lifestyle of working in a shade arouses the need for exogenous sources of vitamin D. Ergocalciferol (vitamin D2) and cholecalciferol (vitamin D3) are the two major forms of vitamin D, which are hydrophobic in nature and highly susceptible to environmental conditions, like temperature and light. Therefore, novel drug delivery systems could be explored for efficient delivery of vitamin D. In this review, a brief account of vitamin D is provided followed by a detailed description of recent advances in various delivery systems, including solid lipid nanoparticles, nanoemulsion, self-emulsifying drug delivery systems, polymeric nanoparticles and solid dispersion, for the efficient delivery of vitamin D.