Traditional methods of depression treatment with the use of pharmacotherapy with antidepressants have limited effectiveness. Biological, psychological and environmental causes of depressive disorders are known, but pathophysiology of depression has not been fully explained. Many factors and mechanisms play role in the pathophysiology of depression, one of which may be vitamin D3 deficiency. Deficiency or border level of vitamin D3 is fairly common in the general population and may occur even in one billion people globally. Epidemiological studies show that vitamin D3 or its metabolites do not reach an optimal level in most adults. Even lower than the optimal level may cause clinical symptoms and be one of the risk factors for depression. In the population of patients suffering from depressive disorders deficiency or insufficiency of vitamin D3 occur more frequently than in the general population. The use of vitamin D3in patients with depression may have antidepressant effect. Continuous supplementation may also reduce the risk of recurrence. This article is a review of literature on the possible impact of vitamin D3 deficiency on the prevalence of depression and antidepressant effect of the supplementation. Selection of articles was made by searching the Medline and PubMed databases using specific keywords: depression, vitamin D3 deficiency. Previous studies on the use of vitamin D3 and its role in prevention and treatment of depressive disorders included too small number of people to clearly assess the effectiveness and safety of supplementation used as adjunctive therapy to antidepressants, as well as and dose range which should be used.