Among African immigrants in Melbourne, Victoria, Australia, we demonstrated lower geometric mean vitamin D levels in immigrants with latent tuberculosis infection than in those with no Mycobacterium tuberculosis infection (P=.007); such levels were also lower in immigrants with tuberculosis or past tuberculosis than in those with latent tuberculosis infection (P=.001). Higher vitamin D levels were associated with lower probability of any M. tuberculosis infection (P=.001) and lower probability of tuberculosis or past tuberculosis (compared with latent tuberculosis infection; P=.001).