Objective: To study the association between vitamin D levels and frailty, its components and course in a depressed sample. Methods: Baseline and two-year follow-up data from the depressed sample of the Netherlands Study of Depression in Older persons (NESDO), a prospective observational cohort study, were analyzed. The 378 participants (aged 60–93) had a diagnosis of depression according to DSM-IV criteria. Frailty was defined according to Fried’s physical phenotype. 25-OH vitamin D measurement was performed by liquid chromatography–tandem mass spectrometry. Linear and logistic regression analyses were performed, adjusted for covariates. Results: Higher vitamin D levels were cross-sectionally associated with lower prevalence of frailty (OR 0.64 [95%-CI 0.45–0.90], p =.010), predicted a lower incidence of frailty among non-frail depressed patients (OR 0.51 [95%-CI 0.26–1.00], p=.050), and, surprisingly, the persistence of frailty among frail depressed patients (OR 2.82 [95%-CI 1.23–6.49], p=.015). Conclusions: In a depressed population, higher vitamin D levels were associated with lower prevalence and incidence of frailty. Future studies should examine whether the favorable effect of low vitamin D levels on the course of frailty can be explained by confounding or whether unknown pathophysiological mechanisms may exert protective effects.