1α,25‐dihydroxyvitamin D3 is a fat‐soluble hormone that signals via its high‐affinity receptor Vitamin D Receptor (VDR). Studies in the Leeds Melanoma Cohort (LMC) as well as others showed that lower serum levels of 25‐hydroxyvitamin D2/3 (‘vitamin D’ henceforth) were associated with thicker tumours, more frequent ulceration and poor prognosis. However, the molecular mechanisms associated with the protective effect of vitamin D signalling in melanoma have not been explored. The LMC database includes transcriptomic data from 703 melanoma primaries for which serum vitamin D level at diagnosis, Breslow thickness, mitotic rate, AJCC staging and follow‐up Melanoma Specific Survival (MSS) were recorded. Transcriptomic VDR expression was strongly correlated with better MSS, both in the LMC and the Cancer Genome Atlas (TCGA) data sets. VDR expression‐based stratification into high, intermediate and low VDR‐expressing groups revealed that higher serum vitamin D level conferred a beneficial survival effect only in the intermediate‐VDR group. The tumour expression of 2100 genes (including those previously reported to contain vitamin D response elements‐ VDRE) was significantly correlated with serum vitamin D levels, only in the intermediate VDR group. The expression of 510 genes was shown to have a significant statistical interaction (FDR<0.05) with vitamin D on MSS and were subjected to subsequent pathway analysis using Metacore™ and STRING, both of which showed evidence of vitamin D associated perturbations in cell cycle, immune‐related and DNA‐damage pathways. In addition, both serum vitamin D and VDR expression were inversely correlated with β‐catenin pathway components, suggesting β‐catenin‐signalling inhibition by the vitamin D‐VDR axis.