Vitamin D is a fat-soluble vitamin that plays a role not only in calcium homeostasis, but also in several other functions, including cell growth and immune functions, and is considered a neurosteroid. Vitamin D deficiency is highly prevalent worldwide and has been suggested to be associated with an increased risk of emotional disorders. Therefore, the association between vitamin D levels and psychophysiological disorders, such as depression, anxiety, and mood, has been investigated. To list these variables, a bibliographical literature research was conducted in the MEDLINE/PubMed, Web of Science, Scopus, Science Direct and PsycINFO databases, between November and December 2020, with no year limits of publication. The studies involved humans aged between 18 and 59 years without associated diseases. This review presents evidence of the main variables involved in this association, main tools used to verify these variables, and methods used to verify circulating vitamin D levels in populations. Most studies have indicated that the main psychophysiological variables involved with vitamin D levels are depression and anxiety followed by mood, and an association has been observed between increased serum vitamin D levels and reduction in symptoms of depression, anxiety, and mood, and there is a heterogeneity of methods for assessing vitamin D. More studies are clearly needed to improve our understanding of their role in modulating the psychophysiological aspects of vitamin D levels.