The impact of vitamin D on sensory function, including pain processing, has been receiving increasing attention. Indeed, vitamin D deficiency is associated with various chronic pain conditions, and several lines of evidence indicate that vitamin D supplementation may trigger pain relief. However, the underlying mechanisms of action remain poorly understood. We used inflammatory and non-inflammatory rat models of chronic pain to evaluate the benefits of vitamin D (cholecalciferol) on pain symptoms. We found that cholecalciferol supplementation improved mechanical nociceptive thresholds in monoarthritic animals and reduced mechanical hyperalgesia and cold allodynia in a model of mononeuropathy. Transcriptomic analysis of cerebrum, dorsal root ganglia, and spinal cord tissues indicate that cholecalciferol supplementation induces a massive gene dysregulation which, in the cerebrum, is associated with opioid signaling (23 genes), nociception (14), and allodynia (8), and, in the dorsal root ganglia, with axonal guidance (37 genes) and nociception (17). Among the identified cerebral dysregulated nociception-, allodynia-, and opioid-associated genes, 21 can be associated with vitamin D metabolism. However, it appears that their expression is modulated by intermediate regulators such as diverse protein kinases and not, as expected, by the vitamin D receptor. Overall, several genes-Oxt, Pdyn, Penk, Pomc, Pth, Tac1, and Tgfb1-encoding for peptides/hormones stand out as top candidates to explain the therapeutic benefit of vitamin D supplementation. Further studies are now warranted to detail the precise mechanisms of action but also the most favorable doses and time windows for pain relief.