Frequently silent until advanced stages, bone fragility associated with chronic kidney disease-mineral and bone disease (CKD-MBD) is one of the most devastating complications of CKD. Its pathophysiology includes the reduction of active vitamin D metabolites, phosphate accumulation, decreased intestinal calcium absorption, renal alpha klotho production, and elevated fibroblast growth factor 23 (FGF23) levels. Altogether, these factors contribute firstly to secondary hyperparathyroidism, and ultimately, to micro- and macrostructural bone changes, which lead to low bone mineral density and an increased risk of fracture. A vitamin D deficiency is common in CKD patients, and low circulating 25(OH)D levels are invariably associated with high serum parathyroid hormone (PTH) levels as well as with bone mineralization defects, such as osteomalacia in case of severe forms. It is also associated with a variety of non-skeletal diseases, including cardiovascular disease, diabetes mellitus, multiple sclerosis, cancer, and reduced immunological response. Current international guidelines recommend supplementing CKD patients with nutritional vitamin D as in the general population; however, there is no randomized clinical trial (RCT) evaluating the effect of vitamin D (or vitamin D+calcium) supplementation on the risk of fracture in the setting of CKD. It is also unknown what level of circulating 25(OH)D would be sufficient to prevent bone abnormalities and fractures in these patients. The impact of vitamin D supplementation on other surrogate endpoints, including bone mineral density and bone-related circulating biomarkers (PTH, FGF23, bone-specific alkaline phosphatase, sclerostin) has been evaluated in several RTCs; however, the results were not always translated into an improvement in long-term outcomes, such as reduced fracture risk. This review provides a brief and comprehensive update on CKD-related bone fragility and the use of natural vitamin D supplementation in these patients.