The studies that have evaluated the association between vitamin D and risk of ovarian cancer have reported inconsistent findings. Many of these studies were carried out in regions with relatively low sunshine all year round unlike in Africa. This study was aimed to determine the relationship between vitamin D deficiency and epithelial ovarian cancer (EOC) amongst women in Lagos, Nigeria. We conducted a case–control study involving women with histologically confirmed EOC (case group) and an equal number of healthy women without cancer (control group) treated at the gynaecological oncology units of two public tertiary hospitals in Lagos, Nigeria, between 1 August, 2016 and 31 May, 2017. Relevant information was obtained from the participants using a structured interviewer-administered questionnaire, and then, venous blood samples were collected and analysed for serum 25-hydroxyvitamin D levels using the CALBIOTECH® 25(OH) vitamin D ELISA kit. The descriptive statistics were conducted for all relevant data, and the multivariable analysis using binary logistic regression model was performed to examine the association between vitamin D deficiency and EOC after adjusting for all possible confounders. The mean age of the participants was 50.6 ± 11.1 years. There was no statistically significant association between serum vitamin D deficiency and EOC (p = 0.09). However, 10 mmol/L change in circulating vitamin D levels was associated with EOC amongst the study participants (adjusted odds ratio 0.96; 95% confidence interval 0.93–0.99; p = 0.04), but following adjustment for potential confounders in a multivariable analysis, there was no statistically significant relationship observed with EOC (adjusted odds ratio 0.99; 95% confidence interval 0.97–1.00; p = 0.06). In addition, there was no evidence of an interaction effect between these confounders and change in circulating 25(OH)D levels in relation to the risk of EOC. The study revealed no statistically significant association between the circulating levels of vitamin D and the risk of EOC. A better assessment of sun exposure in the future as well as better dietary compositional data may help to clarify whether the association between vitamin D and EOC actually exists. Therefore, the future large prospective longitudinal studies are recommended to further examine this relationship and then evaluate the possible need for vitamin D supplementation in women with an increased risk of EOC in Nigeria.