Coronary artery disease (CAD) is a leading cause of mortality and morbidity globally, with its elevated rates of disability and death posing a significant public health concern. Vitamin D is a crucial bioactive compound involved in numerous physiological processes and has garnered considerable interest due to its potential health benefits. The association between vitamin D and CAD has been a prominent focus of scholarly investigation. However, there remains considerable debate regarding whether vitamin D confers protective effects against CAD, and the underlying mechanisms by which vitamin D influences CAD remain inadequately understood. Mendelian randomization analysis was performed using large-scale genome-wide association study data to examine the causal relationship between serum 25-hydroxyvitamin D (25(OH)D) levels and CAD. Plasma proteomics data were subsequently employed for mediation analysis, followed by enrichment analysis to identify intermediary metabolic or signaling pathways through which serum 25(OH)D may mediate the onset and progression of CAD. The Mendelian randomization analysis indicated that higher serum 25(OH)D levels were associated with a reduced risk of CAD (odds ratio [95% confidence interval]: 0.799 [0.643-0.993], P = .043). No evidence of pleiotropy (P = .949) or heterogeneity (P = .630) was observed in the results. The protein-mediated analysis identified 19 plasma proteins, including Serine/threonine-protein kinase TBK1, membrane associating domain domain-containing protein 2, and interleukin-17D, as key mediators through which reduced vitamin D levels contribute to the development of CAD. The mediation effects ranged from 4.85 to 34.49%. Following the identification of these 19 mediating proteins, 59 intermediary pathways were further pinpointed through which serum vitamin D influences CAD risk. Increased levels of 25(OH)D may reduce the risk of CAD. Further, plasma proteomics-mediated analyses have uncovered potential mechanisms through which 25(OH)D influences the development of CAD, offering a detailed framework for understanding the relationship between vitamin D deficiency and CAD progression. This provides novel evidence to support the recommendation of appropriate vitamin D supplementation as part of lifestyle guidance for CAD patients.