Vitamin D3 (VitD3) plays a crucial role in various cellular functions through its receptor interaction. The biological activity of Vitamin D3 can vary based on its solubility and stability. Thus, the challenge lies in maximizing its biological effects through its complexation within cyclodextrin (βNS-CDI 1:4) nanosponges (NS) (defined as VitD3NS). Therefore, its activity has been evaluated on two different gut-brain axes (healthy gut/degenerative brain and inflammatory bowel syndrome gut/degenerative brain axis). At the gut level, VitD3-NS mitigated liposaccharide-induced damage (100 ng/mL; for 48 h), restoring viability, integrity, and activity of tight junctions and reducing ROS production, lipid peroxidation, and cytokines levels. Following intestinal transit, VitD3-NS improved the neurodegenerative condition in the healthy axis and the IBS model, suggesting the ability of VitD3-NS to preserve efficacy and beneficial effects even in IBS conditions. In conclusion, this study demonstrates the ability of this novel form of VitD3, named VitD3-NS, to act on the gut-brain axis in healthy and damaged conditions, emphasizing enhanced biological activity through VitD3 complexation, as such complexation increases the beneficial effect of vitamin D3 in both the gut and brain by about 50%.