Molecular endocrinology of vitamin D is based on the activation of the transcription factor vitamin D receptor (VDR) by the vitamin D metabolite 1α,25-dihydroxyvitamin D3. This nuclear vitamin D-sensing process causes epigenome-wide effects, such as changes in chromatin accessibility as well as in the contact of VDR and its supporting pioneer factors with thousands of genomic binding sites, referred to as vitamin D response elements. VDR binding enhancer regions loop to transcription start sites of hundreds of vitamin D target genes resulting in changes of their expression. Thus, vitamin D signaling is based on epigenome- and transcriptome-wide shifts in VDR-expressing tissues. Monocytes are the most responsive cell type of the immune system and serve as a paradigm for uncovering the chromatin model of vitamin D signaling. In this review, an alternative approach for selecting vitamin D target genes is presented, which are most relevant for understanding the impact of vitamin D endocrinology on innate immunity. Different scenarios of the regulation of primary upregulated vitamin D target genes are presented, in which vitamin D-driven super-enhancers comprise a cluster of persistent (constant) and/or inducible (transient) VDR-binding sites. In conclusion, the spatio-temporal VDR binding in the context of chromatin is most critical for the regulation of vitamin D target genes.