We explored the association between COVID-19 severity and vitamin D status using information from Danish nation-wide health registers, the COVID-19 surveillance database and stored blood samples from the national biobank. 25-hydroxyvitamin D (25(OH)D) was measured using tandem mass spectroscopy. The association between 25(OH)D levels and COVID-19 severity, classified hierarchical as non-hospitalized, hospitalized but not admitted to an intensive care unit (ICU), admitted to ICU, and death, was evaluated by proportional odds ratios (POR) assuming proportionality between the four degrees of severity. Among 447 adults tested SARS-CoV-2 positive in the spring of 2020, low levels of 25(OH)D were associated with a higher risk of severe COVID-19. Thus, odds of experiencing more severe COVID-19 among individuals with insufficient (25 to < 50 nmol/L) and sufficient (≥ 50 nmol/L) 25(OH)D levels were approximately 50% of that among individuals with deficient levels (< 25 nmol/L) (POR = 0.49 (95% CI 0.25–0.94), POR = 0.51 (95% CI 0.27–0.96), respectively). Dividing sufficient vitamin D levels into 50 to < 75 nmol/L and ≥ 75 nmol/L revealed no additional beneficial effect of higher 25(OH)D levels. In this observational study, low levels of 25(OH)D were associated with a higher risk of severe COVID-19. A possible therapeutic role of vitamin D should be evaluated in well-designed interventional studies.