Many studies in different biological systems have revealed that 1α,25-dihydroxyvitamin D₃ (1α,25(OH)₂D₃) modulates signaling pathways triggered at the plasma membrane by agents such as Wnt, transforming growth factor (TGF)-β, epidermal growth factor (EGF), and others. In addition, 1α,25(OH)₂D₃ may affect gene expression by paracrine mechanisms that involve the regulation of cytokine or growth factor secretion by neighboring cells. Moreover, post-transcriptional and post-translational effects of 1α,25(OH)₂D₃ add to or overlap with its classical modulation of gene transcription rate. Together, these findings show that vitamin D receptor (VDR) cannot be considered only as a nuclear-acting, ligand-modulated transcription factor that binds to and controls the transcription of target genes. Instead, available data support the view that much of the complex biological activity of 1α,25(OH)₂D₃ resides in its capacity to interact with membrane-based signaling pathways and to modulate the expression and secretion of paracrine factors. Therefore, we propose that future research in the vitamin D field should focus on the interplay between 1α,25(OH)₂D₃ and agents that act at the plasma membrane, and on the analysis of intercellular communication. Global analyses such as RNA-Seq, transcriptomic arrays, and genome-wide ChIP are expected to dissect the interactions at the gene and molecular levels.