Beyond the established effects of muscle loading on bone, a complex network of hormones and growth factors integrates these adjacent tissues. One such hormone, vitamin D, exerts broad-ranging effects in muscle and bone calcium handling, differentiation and development. Vitamin D also modulates muscle and bone-derived hormones, potentially facilitating cross-talk between these tissues. In the clinical setting, vitamin D deficiency or mutations of the vitamin D receptor result in generalized atrophy of muscle and bone, suggesting coordinated effects of vitamin D at these sites. In this review, we discuss emerging evidence that vitamin D exerts specific effects throughout the life of the musculoskeletal system - in development, aging and injury. From this holistic viewpoint, we offer new insights into an old debate: whether vitamin D's effects in the musculoskeletal system are direct via local VDR signals or indirect via its systemic effects in calcium and phosphate homeostasis.