It is well established that the active form of vitamin D (i.e., 1,25-dihydroxyvitamin D [1,25(OH)2D]) regulates the expression of genes involved in its own metabolism and transport in the kidney and possibly in the liver. However, little is known about the transcriptional impact of cholecalciferol supplementation on white adipose tissue (WAT) and adipocytes, which are a major site of vitamin D and 25-hydroxyvitamin D [25(OH)D] storage in the organism. To fill this gap, we investigated the impact of cholecalciferol supplementation in WAT via a panel of genes coding for enzymes and proteins involved in vitamin D metabolism and uptake. Mice supplemented with cholecalciferol (15,000 IU/kg of body weight per day) for 4 days showed decreased messenger RNA (mRNA) levels of proteins involved in cholecalciferol metabolism (Cyp24a1, Cyp27a1) and decreased cubilin mRNA levels in WAT. These data were partly confirmed in 3T3-L1 adipocytes incubated with 1,25(OH)2D. The downregulation of cubilin mRNA observed in WAT and in 3T3-L1 was confirmed at the protein level in WAT and at the mRNA level in human primary adipocytes. Vitamin D receptor (VDR) agonist (EB1089) and RNA interference approaches demonstrated that VDR was involved in this regulation. Furthermore, chemical inhibitor and RNA inference analysis demonstrated that cubilin was involved in 25(OH)D uptake by adipocytes. This study established an overall snapshot of the genes regulated by cholecalciferol in mouse WAT and cell-autonomously in adipocytes. We highlighted that the regulation of cubilin expression was mediated by a VDR-dependent mechanism, and we demonstrated that cubilin was involved in 25(OH)D uptake by adipocytes.