Nowadays, severe deficiency of vitamin D is not a common finding in most developed countries. However, the prevalence of vitamin D insufficiency is relatively high and it can contribute to the descent of bone mass in osteoporosis risk populations. The objective of our study was to evaluate the prevalence of vitamin D insufficiency in postmenopausal women (PMW), patients with inflammatory bowel disease (IBD) and corticosteroid-dependent asthmatic patients (CAP) and to analyze its relationship with bone mineral density (BMD) and calciotropic hormones. We studied 299 patients (PMW: 161; IBD: 61; CAP: 77). In all cases, serum levels of PTH and 25OHD were determined and the BMD (DXA, Hologic QDR1000) in lumbar spine (LS) and femoral neck (FN) was measured. Vitamin D insufficiency (25OHD < 15 ng/ml) was observed in 39.1% patients with PMW, 70.7% patients with IBD and 44.2% patients with CAP. 25OHD concentrations were lower in EII patients (p = 0.003) and PTH concentrations were higher in MPM (p < 0.001). We found a negative correlation between PTH and 25OHD in the overall group and this correlation persisted after considering each group separately. After adjusting for remaining variables, 25OHD was found to be significantly associated with BMD at lumbar spine and/or femoral neck in the three groups. In populations at risk of osteoporosis, there is a high prevalence of vitamin D insufficiency. This insufficiency has a significant effect on bone integrity.