Intense effort has been devoted to understanding predisposition to chronic systemic inflammation because it contributes to cardiometabolic disease. We demonstrate that deletion of the macrophage vitamin D receptor (VDR) in mice (KODMAC) is sufficient to induce insulin resistance by promoting M2 macrophage accumulation in the liver as well as increasing cytokine secretion and hepatic glucose production. Moreover, VDR deletion increases atherosclerosis by enabling lipid-laden M2 monocytes to adhere, migrate, and carry cholesterol into the atherosclerotic plaque and by increasing macrophage cholesterol uptake and esterification. Increased foam cell formation results from lack of VDR-SERCA2b interaction, causing SERCA dysfunction, activation of ER stress-CaMKII-JNKp-PPARγ signaling, and induction of the scavenger receptors CD36 and SR-A1. Bone marrow transplant of VDR-expressing cells into KODMAC mice improved insulin sensitivity, suppressed atherosclerosis, and decreased foam cell formation. The immunomodulatory effects of vitamin D in macrophages are thus critical in diet-induced insulin resistance and atherosclerosis in mice.