Overuse injuries in sports are common and include stress fracture and musculoskeletal inflammation. Vitamin D is important in bone metabolism and exerts anti‐inflammatory effects, and it may be protective against those injuries. The objective was to evaluate the association between vitamin D status and sport injuries. This systematic review was conducted according to the PRISMA statement. We used systematic literature search in PubMed, Embase, Cochrane and Sportdiscus until the 28th of June 2020. We included observational and randomized studies assessing vitamin D status. Sport injuries were defined as stress fractures or musculoskeletal injuries. A meta‐analysis was performed with stress fracture as outcome. In total 16 articles were included, 7 investigating stress fractures, and 9 investigating musculoskeletal injuries. Regarding stress fractures, serum vitamin D levels below 30 ng/mL appeared to be associated with an increased risk of stress fractures, and the meta‐analysis showed increased odds ratio for stress fracture with vitamin D insufficiency. Regarding musculoskeletal injuries only two studies found that low serum vitamin D levels were associated with musculoskeletal injuries. Low serum vitamin D levels are associated with an enhanced risk of stress fractures, while no conclusion can be made regarding musculoskeletal injuries.