Growing evidence reported that vitamin D deficiency is a common finding in obesity. Vitamin D status also seems to be sex-related, although little is known regarding this association. Therefore, the aim of this study was to investigate the sex-related differences of serum 25OH vitamin D (25OHD) concentrations across body mass index (BMI) classes and, if there were any differences, whether they could be explained by sex-related differences in body composition. We enrolled 500 subjects (250 males, age 37.4 ± 11.8 years; 250 females, age 36.6 ± 11.8 years). Body composition was assessed by bioelectrical impedance analysis (BIA) phase-sensitive system. Serum 25OHD concentration was quantified by a direct, competitive chemiluminescence immunoassay. Vitamin D deficiency was defined as a serum 25OHD concentrations < 20 ng/mL (50 nmol/L). Stratifying the sample population according to sex and BMI categories, 25OHD concentrations were significantly higher in males compared to females in all BMI classes and decreased along with the increase of BMI values. Females with vitamin D deficiency had higher fat mass (FM) % compared to males with vitamin D deficiency. The 25OHD concentrations inversely correlated with FM % in both sexes. In a multiple regression analysis model, sex, FM %, and BMI were predictive factors of 25OHD concentration. In conclusion, our study suggests that 25OHD concentrations were lower in females than males across all BMI categories. Given the tight correlation between 25OHD concentrations and FM %, it can be hypothesized that the lower 25OHD concentrations in females than males can be explained by the fact that females have a higher amount of fat than males.