Studies have shown that vitamin D status might be associated with dyslipidaemia, but results are conflicting and there might exist sex differences. The aim of our study was to explore the sex-specific association between vitamin D status and serum lipids and atherogenic index of plasma (AIP, a predictor for atherosclerosis) among Chinese middle-aged and elderly adults. A total of 4,021 middle-aged and elderly participants from a health management centre were included in this cross-sectional study. The individuals were classified into tertiles according to serum 25(OH)D. Linear and logistic regression models were used to estimate the association between vitamin D levels and serum lipids among the tertiles. The mean serum 25(OH)D level was 21.60 (16.60-27.20) ng/mL in all participants. After adjusting for potential confounders, a 10 ng/mL increase in 25(OH)D was associated with decreases of 1.156 mmol/L in triglycerides (TGs) and 0.068 in the AIP and an increase of 0.051 mmol/L in high-density lipoprotein cholesterol (HDL-C) in all subjects. In addition, 25(OH)D deficiency was associated with an increased prevalence of hypertriglyceridaemia (odds ratio (OR), 1.880; 95% confidence interval (CI), 1.351-2.615), hypoalphalipoproteinaemia/HDL (OR, 1.505; 95% CI, 1.146-1.977) and abnormal AIP (OR, 1.933; 95% CI, 1.474-2.534) in males, and 25(OH)D-deficient women had a 2.02-fold higher risk for hypoalphalipoproteinaemia/HDL than women with sufficient 25(OH)D levels (95% CI, 1.044-3.904; all p values <0.05). Vitamin D deficiency was positively associated with the prevalence of dyslipidaemia and abnormal AIP in the middle-aged and elderly Chinese population. And this association was stronger in men than in women.