The activities of 1α,25-dihydroxyvitamin D3, 1,25D3, are mediated via its binding to the vitamin D receptor (VDR), a ligand-dependent transcription factor that belongs to the nuclear receptor superfamily. Numerous studies have demonstrated the important role of 1,25D3 and VDR signaling in various biological processes and associated pathologies. A wealth of information about ligand recognition and mechanism of action by structural analysis of the VDR complexes is also available. The methods used in these structural studies were mainly X-ray crystallography complemented by NMR, cryo-electron microscopy and structural mass spectrometry. This review aims to provide an overview of the current knowledge of VDR structures and also to explore the recent progress in understanding the complex mechanism of action of 1,25D3 from a structural perspective.