Inverse association between serum levels of vitamin D and obesity has been pointed out in several studies. Our aim was to identify to the associations between vitamin D levels and a large panel of anthropometric markers and adipokines. Cross-sectional study including 6485 participants. Anthropometric markers included body mass index (BMI), % body fat, waist, waist-to-hip (WHR), waist-to-height (WHtR), conicity index, body roundness index (BRI) and a body shape index (ABSI). 55.7% of women and 60.1% of men presented with vitamin D deficiency. Vitamin D levels were negatively associated with most anthropometric markers, with correlation coefficients ranging between −0.017 (ABSI) and −0.192 (BMI) in women and between −0.026 (weight) and −0.130 (% body fat) in men. Vitamin D levels were inversely associated with leptin levels in both sexes and positively associated with adiponectin levels in women only. The likelihood of vitamin D deficiency increased with increasing adiposity levels, except for ABSI (women) and BMI (men). Total body fat, rather than localized or unevenly distributed body fat, is the adiposity marker most associated with decreased vitamin D levels. Monitoring vitamin D levels in people with overweight/obesity is essential.