Evidence of synergic health effects of co-supplementation with vitamin D and probiotics is emerging. Following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses PRISMA statement, scientific databases and the grey literature were searched, and a narrative review and risk of bias assessment were conducted. Seven randomized controlled trials were included, which had low risk of bias. Six studies were double-blind, and once single-blind, extended over 6-12 weeks, and included 50-105 participants. Conditions explored included schizophrenia, gestational diabetes, type 2 diabetes and coronary heart disease, polycystic ovarian syndrome, osteopenia, irritable bowel syndrome (IBS), and infantile colic. Supplementation frequency was daily or bi-monthly, with mainly vitamin D3, and Lactobacillus, Bifidobacterium, and Streptococcus. Comparators were placebo, vitamin D, lower vitamin D dose, and probiotics and lower vitamin D dose. The co-supplementation yielded greater health benefits than its comparators did in all studies except in one assessing IBS. Beneficial effects included decreased disease severity, improved mental health, metabolic parameters, mainly insulin sensitivity, dyslipidemia, inflammation, and antioxidative capacity, and lower use of healthcare. Co-supplementation of vitamin D and probiotics generated greater health benefits than its comparators did. More studies in other diseases and various populations are needed to confirm these findings and to elucidate the optimal form, composition, and frequency of this co-supplementation.