Objectives: The aim of this study was to explore the association between vitamin D deficiency and depression among university students and to identify the factors affecting this association. Methodology: A cross-sectional study was conducted between 1st January and end of March 2017 among university students from 39 different countries. Results: 699 students were participated in this study. The findings of this study found that 270 students (38.6%) had vitamin D deficiency with level less than 20. The findings of this study found that majority of students (99.9%) in this study had depression. The findings of this study found that there was no association between depression and vitamin D depression (p value=0.386). The findings of this study shows that there was a significant difference between the severe groups of depression and other classes in terms of prevalence of vitamin D deficiency (p value=0.000). Conclusion: The current study shows that there was no association between vitamin D deficiency and depression. On the other hand, there were significant associations between the severity of depression and vitamin D deficiency. Lack of sun exposure; diet and financial factors were the causes of vitamin D deficiency in this study. Further studies are highly recommended to investigate the causes of depression among students.