A global deficiency in vitamin D is now widely prevalent. Extensive scientific research has provided compelling evidence of the detrimental effects of vitamin D deficiency on the skeletal system. Furthermore, vitamin D supplementation not only helps prevent bone fractures but may also slow the progression of various conditions, such as diabetes, autoimmune disorders, and cardiovascular disease. Achieving optimal circulating vitamin D levels can be challenging, particularly in certain clinical scenarios. Moreover, the effect of vitamin D supplementation varies depending on factors such as body weight, pregnancy status, absorption capacity, metabolic rate, and renal function. This review aims to explore which vitamin D formulations are most effective in specific clinical contexts where reaching adequate vitamin D levels may not be straightforward.