Vitamin D plays a large role in the innate immune response against Mycobacterium tuberculosis (MTB) infection, activation and progression. Likewise, vitamin D deficiency is shown by evidence presented here to be a known risk factor for developing both MTB infection and active tuberculosis (TB). This comprehensive review discusses the evidence and remaining questions regarding vitamin D supplementation as a prophylactic measure in those who are at high risk of MTB infection and active TB. Vitamin D supplementation is routinely prescribed for osteoporosis prevention; yet, guidelines are lacking for its prescription for TB prevention, despite the adverse effects being rare. Policymakers are urged here to review the literature and provide urgent guidelines on vitamin D supplementation for TB prophylaxis.