Meta-analyses of interventional and observational studies investigating the efficacy and the relationship between vitamin D and depression provided inconsistent results. The current umbrella meta-analysis was conducted to assess the available evidence and provide a conclusive outcome in this regard. The following international databases were systematically searched till March 2022: PubMed, Scopus, Embase, Web of Science, and Google Scholar. Random-effects model was carried out to calculate the pooled point estimates and their respective 95 % confidence intervals (CI). Ten meta-analyses of randomised controlled trials (RCTs) revealed significant reduction in depression symptoms comparing participants on vitmain D supplements to those on placebo (Pooled standardised mean difference: - 0.40; 95 % CI: - 0.60, - 0.21, p < 0.01: I = 89.1 %, p < 0.01). Four meta-analyses of cohort studies (with one having two subgroups) revealed that participants with lower levels of serum vitamin D were at increased odds of depression than those with higher levels of serum vitamin D (Pooled odds ratio: 1.60; 95 % CI: 1.08, 2.36, p < 0.01; I = 91.3 %, p < 0.01). The present umbrella meta-analysis confirms the potential benefits of vitamin D supplementation and higher serum vitamin D levels in reducing the development and symptoms of depression.