In conjunction with the classical functions of regulating intestinal, bone, and kidney calcium and phosphorus absorption, as well as bone mineralization of vitamin D, the population-based association between low vitamin D status and increased cancer risk is now generally accepted. Inflammation is causally related to oncogenesis. It is widely thought that vitamin D plays an important role in the modulation of the inflammation system by regulating the production of inflammatory cytokines and immune cells, which are crucial for the pathogenesis of many immune-related diseases. Mechanistic studies have shown that vitamin D influences inflammatory processes involved in cancer progression, including cytokines, prostaglandins, MAP kinase phosphatase 5 (MKP5), the nuclear factor kappa B (NF-κB) pathway, and immune cells. Multiple studies have shown that vitamin D has the potential to inhibit tumor development by interfering with the inflammation system. The present review summarizes recent studies of the mechanisms of vitamin D on regulating the inflammation system, which contributes to its potential for cancer prevention and therapy. This review helps answer whether inflammation mediates a causal relationship between vitamin D and tumorigenesis.