Psoriasis is a systemic, chronic, immune-mediated disease that affects approximately 2–3% of the world’s population. The etiology and pathophysiology of psoriasis are still unknown, but the activation of the adaptive immune system with the main role of T-cells is key in psoriasis pathogenesis. The modulation of the local neuroendocrine system with the downregulation of pro-inflammatory and the upregulation of anti-inflammatory messengers represent a promising adjuvant treatment in psoriasis therapies. Vitamin D receptors and vitamin D-mediated signaling pathways function in the skin and are essential in maintaining the skin homeostasis. The active forms of vitamin D act as powerful immunomodulators of clinical response in psoriatic patients and represent the effective and safe adjuvant treatments for psoriasis, even when high doses of vitamin D are administered. The phototherapy of psoriasis, especially UVB-based, changes the serum level of 25(OH)D, but the correlation of 25(OH)D changes and psoriasis improvement need more clinical trials, since contradictory data have been published. Vitamin D derivatives can improve the efficacy of psoriasis phototherapy without inducing adverse side effects. The anti-psoriatic treatment could include non-calcemic CYP11A1-derived vitamin D hydroxyderivatives that would act on the VDR or as inverse agonists on RORs or activate alternative nuclear receptors including AhR and LXRs. In conclusion, vitamin D signaling can play an important role in the natural history of psoriasis. Selective targeting of proper nuclear receptors could represent potential treatment options in psoriasis.