Vitamin D has a number of pleiotropic effects in a variety of tissues, in addition to its well-known effects on mineral metabolism. To determine whether it has an effect on erythropoiesis, we studied the association of the components of the vitamin D axis with the prevalence and severity of anemia in chronic kidney disease. We measured the concentrations of 25-hydroxyvitamin D (25D), 1,25-dihydroxyvitamin D (1,25D), and hemoglobin in a cross-sectional study of 1661 subjects in SEEK, a multi-center cohort study of chronic kidney disease patients in the United States, of whom 41% met the criteria for anemia. The mean hemoglobin concentrations significantly decreased with decreasing tertiles of 25D and 1,25D. These linear trends remained significant after adjustment for age, gender, ethnicity, eGFR, diabetes, and parathyroid hormone. In similarly adjusted models, the lowest tertiles of 25D and 1,25D were independently associated with 2.8- and 2.0-fold increased prevalence of anemia compared with their respective highest tertiles. Patients with severe dual deficiency of 25D and 1,25D had a 5.4-fold prevalence of anemia compared with those replete in both. Our study shows that 25D and 1,25D deficiency are independently associated with decreased hemoglobin levels and anemia in chronic kidney disease. Whether this association is causal requires further study.