Non-coding micro-RNA (miRNAs) regulate the protein expression responsible for cell growth and proliferation. miRNAs also play a role in a cancer cells’ response to drug treatment. Knowing that leukemia and lymphoma cells show different responses to active forms of vitamin D3, we decided to investigate the role of selected miRNA molecules and regulated proteins, analyzing if there is a correlation between the selected miRNAs and regulated proteins in response to two active forms of vitamin D3, calcitriol and tacalcitol. A total of nine human cell lines were analyzed: five leukemias: MV-4-1, Thp-1, HL-60, K562, and KG-1; and four lymphomas: Raji, Daudi, Jurkat, and U2932. We selected five miRNA molecules—miR-27b, miR-32, miR-125b, miR-181a, and miR-181b—and the proteins regulated by these molecules, namely, CYP24A1, Bak1, Bim, p21, p27, p53, and NF-kB. The results showed that the level of selected miRNAs correlates with the level of proteins, especially p27, Bak1, NFκB, and CYP24A1, and miR-27b and miR-125b could be responsible for the anticancer activity of active forms of vitamin D3 in human leukemia and lymphoma.