The ongoing worldwide pandemic of Coronavirus disease 2019 (COVID-19), raised the urgency to address knowledge gaps and to establish evidence for improving management and control of this viral infection. Throughout a keen analysis of the World Health Organization (WHO) most updated data, a gender-specific difference in the occurrence of infection was determined, which seems to correlate with patient's vitamin D status. Therefore, our purpose is to provide insights into the nutritional importance of vitamin D for its immunomodulatory effect, in order to help counteracting the COVID-19 pandemic. Novel interesting findings suggest that vitamin D, by inducing progesterone-induced blocking factor (PIBF), might regulate the immune response and also modulate cytokine IL-6, which appears to be increased in COVID-19 infections. Therefore, in addition to the standard recommendations to prevent the infection, supplementation of vitamin D might be considered an approach to help counteracting this global epidemic.