The discovery of vitamin D receptor (VDR) expression in immune cells has opened up a new area of research into immunoregulation by vitamin D, a niche that is distinct from its classical role in skeletal health. Today, about three decades since this discovery, numerous cellular and molecular targets of vitamin D in the immune system have been delineated. Moreover, strong clinical associations between vitamin D status and the incidence/severity of many immune-regulated disorders (e.g. infectious diseases, cancers and autoimmunity) have prompted the idea of using vitamin D supplementation to manipulate disease outcome. While much is known about the effects of vitamin D on innate immune responses and helper T (TH) cell immunity, there has been relatively limited progress on the frontier of cytotoxic T lymphocyte (CTL) immunity - an arm of host cellular adaptive immunity that is crucial for the control of such intracellular pathogens as human immunodeficiency virus (HIV), tuberculosis (TB), malaria, and hepatitis C virus (HCV). In this review, we discuss the strong historical and clinical link between vitamin D and infectious diseases that involves cytotoxic T lymphocyte (CTL) immunity, present our current understanding as well as critical knowledge gaps in the realm of vitamin D regulation of host CTL responses, and highlight potential regulatory connections between vitamin D and effector and memory CD8 T cell differentiation events during infections.