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Background: Vitamin D is associated with lung health in epidemiologic studies, but mechanisms mediating observed associations are poorly understood. This study explores mechanisms for an effect of vitamin D in lung through an in vivo gene expression study, an expression quantitative trait loci (eQTL) analysis in lung tissue, and a population-based cohort study of sequence variants. Methods: Microarray analysis investigated the association of gene expression in small airway epithelial cells with serum 25(OH)D in adult non-smokers. Sequence variants in candidate genes identified by the microarray were investigated in a lung tissue eQTL database, and also in relation to cross-sectional pulmonary function in the Health, Aging, and Body Composition (Health ABC) study, stratified by race, with replication in the Framingham Heart Study (FHS). Results: 13 candidate genes had significant differences in expression by serum 25(OH)D (nominal p < 0.05), and a genome-wide significant eQTL association was detected for SGPP2. In Health ABC, SGPP2 SNPs were associated with FEV1 in both European- and African-Americans, and the gene-level association was replicated in European-American FHS participants. SNPs in 5 additional candidate genes (DAPK1, FSTL1, KAL1, KCNS3, and RSAD2) were associated with FEV1 in Health ABC participants. Conclusions: SGPP2, a sphingosine-1-phosphate phosphatase, is a novel vitamin D-responsive gene associated with lung function. The identified associations will need to be followed up in further studies.