Modest and even severe vitamin D deficiency is widely prevalent around the world. There is consensus that a good vitamin D status is necessary for bone and general health. Similarly, a better vitamin D status is essential for optimal efficacy of antiresorptive treatments. Supplementation of food with vitamin D or using vitamin D supplements is the most widely used strategy to improve the vitamin status. Cholecalciferol (vitamin D₃) and ergocalciferol (vitamin D₂) are the most widely used compounds and the relative use of both products depends on historical or practical reasons. Oral intake of calcifediol (25OHD₃) rather than vitamin D itself should also be considered for oral supplementation. We reviewed all publications dealing with a comparison of oral cholecalciferol with oral calcifediol as to define the relative efficacy of both compounds for improving the vitamin D status. First, oral calcifediol results in a more rapid increase in serum 25OHD compared to oral cholecalciferol. Second, oral calcifediol is more potent than cholecalciferol, so that lower dosages are needed. Based on the results of nine RCTs comparing physiologic doses of oral cholecalciferol with oral calcifediol, calcifediol was 3.2-fold more potent than oral cholecalciferol. Indeed, when using dosages ≤ 25 μg/day, serum 25OHD increased by 1.5 ± 0.9 nmol/l for each 1 μg cholecalciferol, whereas this was 4.8 ± 1.2 nmol/l for oral calcifediol_. Third, oral calcifediol has a higher rate of intestinal absorption and this may have important advantages in case of decreased intestinal absorption capacity due to a variety of diseases. A potential additional advantage of oral calcifediol is a linear dose-response curve, irrespective of baseline serum 25OHD, whereas the rise in serum 25OHD is lower after oral cholecalciferol, when baseline serum 25OHD is higher. Finally, intermittent intake of calcifediol results in fairly stable serum 25OHD compared with greater fluctuations after intermittent oral cholecalciferol.