Background: Administration of vitamin D to unselected heterogeneous critically ill patients did not demonstrate outcome benefit. The current study was undertaken to identify if early administration of vitamin D can reduce intensive care unit (ICU) length of stay and improve clinical outcomes in critically ill patients with sepsis. Methods: This single-center randomized double-blind placebo-controlled trial was done in the ICU and emergency inpatient ward of a tertiary care teaching institute in New Delhi, India. A total of 126 adult patients aged 18 to 80 years of either sex diagnosed to have sepsis were included within 24 hours of admission to the hospital and randomized into vitamin D or placebo groups. The patients in the intervention group received vitamin D3 540,000 units dissolved in 45 mL of milk. The placebo group received 45 mL of milk. Results: The median length of ICU stay (8 vs 9 days; p = 0.32), median length of hospital stay (12 vs 12 days; p = 0.33), median duration of vasopressors requirement (4 vs 3 days; p = 0.84), median duration of mechanical ventilation (5 vs 7 days; p = 0.23), requirement of tracheostomy (34 vs 39%; p = 0.71), and 90-day mortality [35 vs 46%; p = 0.29; HR 0.72 (0.42–1.24)] were similar in vitamin D and placebo arm. A subgroup analysis in patients with severe vitamin D deficiency (vitamin D <12 ng/mL) revealed a significantly decreased incidence of tracheostomy (28 vs 57%; p = 0.04), a trend toward decreased 90-day mortality [34 vs 66%; p = 0.08; HR 0.44 (0.19–1.01)], and duration of mechanical ventilation (6 vs 11 days; p = 0.05) in patients receiving vitamin D. Conclusion: Administration of large-dose vitamin D within 24 hours of admission does not reduce the length of ICU stay in critically ill sepsis patients.