Multiple sclerosis (MS) is an autoimmune disease affecting the central nervous system (CNS), resulting from the interaction among genetic, epigenetic, and environmental factors. Vitamin D is a secosteroid, and its circulating levels are influenced by environment and genetics. In the last decades, research data on the association between MS and vitamin D status led to hypothesize a possible role for hypovitaminosis D as a risk factor for MS. Some gene variants encoding proteins involved in vitamin D metabolism, transport, and function, which are responsible for vitamin D status alterations, have been related to MS susceptibility. This review explores the current literature on the influence of vitamin D-related genes in MS susceptibility, reporting all single-nucleotide polymorphisms (SNPs) investigated to date in 12 vitamin D pathway genes. Among all, the gene codifying vitamin D receptor (VDR) is the most studied. The association between VDR SNPs and MS risk has been reported by many Authors, with a few studies producing opposite results. Other vitamin D-related genes (including DHCR7/NADSYN1, CYP2R1, CYP27A1, CYP3A4, CYP27B1, CYP24A1, Megalin-DAB2-Cubilin, FGF-23, and Klotho) have been less investigated and achieved more conflicting evidence. Taken together, findings from the studies reviewed cannot clarify whether and to what extent vitamin D-related gene variants can influence MS risk.