The last decade has seen a dramatic increase in general interest in and research into vitamin D, with many athletes now taking vitamin D supplements as part of their everyday dietary regimen. The most recognized role of vitamin D is its regulation of calcium homeostasis; there is a strong relationship between vitamin D and bone health in non-athletic individuals. In contrast, data have consistently failed to demonstrate any relationship between serum 25[OH]D and bone health, which may in part be due to the osteogenic stimulus of exercise. Vitamin D may interact with extra-skeletal tissues such as muscle and the immune system to modulate recovery from damaging exercise and infection risk. Given that many athletes now engage in supplementation, often consuming extreme doses of vitamin D, it is important to assess whether excessive vitamin D can be detrimental to health. It has been argued that toxic effects only occur when serum 25[OH]D concentrations are greater than 180 nmol·l, but data from our laboratory have suggested high-dose supplementation could be problematic. Finally, there is a paradoxical relationship between serum 25[OH]D concentration, ethnicity, and markers of bone health: Black athletes often present with low serum 25[OH]D without physiological consequences. One explanation for this could be genetic differences in vitamin D binding protein due to ethnicity, resulting in greater concentrations of bioavailable (or free) vitamin D in some ethnic groups. In the absence of any pathology, screening may be unnecessary and could result in incorrect supplementation. Data must now be re-examined, taking into consideration bioavailable or "free" vitamin D in ethnically diverse groups to enable new thresholds and target concentrations to be established; perhaps, for now, it is time to "set vitamin D free".