There is a growing interest in the possible associations between vitamin D and depression. In this mini-review we present diagnostic criteria of different depression scales, with special focus on somatic complaints, possible links between depression and vitamin D and an overview of studies on vitamin D levels / vitamin D supplementation in depressed patients. We observed that complaints of a somatic character, potentially linked to vitamin D deficiency, are important parts of the diagnostic assessment in depression. Depressed patients often had low levels of vitamin D, and seven out of nine large (n>1000) observational studies showed an association between vitamin D levels and depression. Five studies of vitamin D supplementation in depressed patients with vitamin D deficiency showed significant reductions in depressive symptoms post-supplementation. However, only two of these studies were randomized controlled trials, and one of them had only 15 subjects. We recommend that depressed patients should generally be screened for vitamin D deficiency. Aside an increased risk of impaired bone health, individual patients may have symptoms of depression related to potentially deficient vitamin D levels. However, further randomized controlled studies of the effects of vitamin D supplementation in depressed patients are needed.