Patients with chronic kidney disease (CKD) experience excess cardiovascular morbidity and mortality that is unexplained by traditional cardiovascular risk factors. Vitamin D deficiency is highly prevalent in CKD and is associated with increased cardiovascular mortality in both the general population and in CKD patients. Vitamin D supplementation is a reasonably safe and simple intervention and meta-analyses of observational studies have suggested that vitamin D supplementation in CKD improves cardiovascular mortality. However, randomized controlled trials examining the impact of vitamin D supplementation in improving surrogate markers of cardiovascular structure and function remain inconclusive. This review investigates the impact of vitamin D supplementation on surrogate end-points and cardiovascular events from trials in CKD; and discusses why results have been heterogenous, particularly critiquing the effect of different dosing regimens and the failure to take into account the implications of vitamin D supplementation in study participants with differing vitamin D binding protein genotypes.