Studies show that vitamin D (vit-D) (25(OH)D), the bioactive metabolite (1,25(OH)2D3) and vit-D receptors (vit-D receptor; protein disulphide isomerase, family A member 3) are expressed throughout the brain, particularly in regions pivotal to learning and memory. This has led to the paradigm that avoiding vit-D deficiency is important to preserve cognitive function. However, presently, it is not clear if the common clinical measure of serum 25(OH)D serves as a robust surrogate marker for central nervous system (CNS) homeostasis or function. Indeed, recent studies report CNS biosynthesis of endogenous 25(OH)D, the CNS expression of the CYP group of enzymes which catalyse conversion to 1,25(OH)2D3 and thereafter, deactivation. Moreover, in the periphery, there is significant ethnic/genetic heterogeneity in vit-D conversion to 1,25(OH)2D3 and there is a paucity of studies which have actually investigated vit-D kinetics across the cerebrovasculature. Compared with peripheral organs, the CNS also has differential expression of receptors that trigger cellular response to 1,25(OH)2D3 metabolites. To holistically consider the putative association of peripheral (blood) abundance of 25(OH)D on cognitive function, herein, we have reviewed population and genetic studies, pre-clinical and clinical intervention studies and moreover have considered potential confounders of vit-D analysis.