Diabetic kidney disease (DKD) is a major complication of diabetes mellitus that contributes substantially to chronic kidney failure and increased cardiovascular risk. Beyond progressive deterioration of renal function, DKD is associated with disturbances in endocrine and vascular regulation. Among these, alterations in vitamin D homeostasis and blood pressure (BP) control represent clinically relevant, yet incompletely integrated aspects of DKD pathophysiology. This narrative review synthesizes current evidence on the multidirectional relationships between DKD, vitamin D deficiency, and arterial hypertension (AH). Attention is given to renal mechanisms responsible for reduced vitamin D availability in DKD, including proteinuria-related loss of vitamin D-binding proteins, impaired proximal tubular reabsorption, decreased renal activation of vitamin D, and hormonal regulators such as fibroblast growth factor-23. It further discusses how insufficient vitamin D signaling may influence renal and vascular pathways involved in BP regulation. Mechanistic links between vitamin D deficiency and AH in DKD are discussed, with emphasis on maladaptive activation of the renin–angiotensin–aldosterone system (RAAS), persistent inflammation, oxidative stress, endothelial dysfunction, and insulin resistance. These interdependent processes promote both renal injury progression and sustained elevations in BP, forming a self-reinforcing pathogenic loop. Finally, available data on vitamin D-based therapeutic strategies in DKD are reviewed, including native vitamin D supplementation, active vitamin D metabolites, and vitamin D receptor agonists. Although experimental and observational studies suggest potential nephroprotective and vasculoprotective effects, evidence from randomized clinical trials remains heterogeneous. Further well-designed prospective studies are required to clarify the clinical utility of vitamin D interventions in patients with DKD and coexisting AH.