Objectives: To examine whether past and recent sun exposure and vitamin D status (serum 25-hydroxyvitamin D [25(OH)D] levels) are associated with risk of first demyelinating events (FDEs) and to evaluate the contribution of these factors to the latitudinal gradient in FDE incidence in Australia. Methods: This was a multicenter incident case-control study. Cases (n = 216) were aged 18–59 years with a FDE and resident within one of 4 Australian centers (from latitudes 27°S to 43°S), from November 1, 2003, to December 31, 2006. Controls (n = 395) were matched to cases on age, sex, and study region, without CNS demyelination. Exposures measured included self-reported sun exposure by life stage, objective measures of skin phenotype and actinic damage, and vitamin D status. Results: Higher levels of past, recent, and accumulated leisure-time sun exposure were each associated with reduced risk of FDE, e.g., accumulated leisure-time sun exposure (age 6 years to current), adjusted odds ratio (AOR) = 0.70 (95% confidence interval [CI] 0.53–0.94) for each ultraviolet (UV) dose increment of 1,000 kJ/m² (range 508–6,397 kJ/m²). Higher actinic skin damage (AOR = 0.39 [95% CI 0.17–0.92], highest grade vs the lowest) and higher serum vitamin D status (AOR = 0.93 [95% CI 0.86–1.00] per 10 nmol/L increase in 25(OH)D) were independently associated with decreased FDE risk. Differences in leisure-time sun exposure, serum 25(OH)D level, and skin type additively accounted for a 32.4% increase in FDE incidence from the low to high latitude regions. Conclusions: Sun exposure and vitamin D status may have independent roles in the risk of CNS demyelination. Both will need to be evaluated in clinical trials for multiple sclerosis prevention.