Background: Vitamin D supplements are widely used for improving bone health in children and adolescents, but their effects in vitamin D–deficient children are unclear. Objectives: This study aimed to examine whether the effect of vitamin D supplementation on bone mineral density (BMD) in children and adolescents differs by baseline vitamin D status and estimate the effect in vitamin D–deficient individuals. Methods: This is a systematic review and individual participant data (IPD) meta-analysis. We searched the Cochrane Central Register of Controlled Trials, MEDLINE, MBASE, CINAHL, AMED, and ISI Web of Science (until May 27, 2020) for randomized controlled trials (RCTs) of vitamin D supplementation reporting bone density outcomes after ≥6 mo in healthy individuals aged 1–19 y. We used two-stage IPD meta-analysis to determine treatment effects on total body bone mineral content and BMD at the hip, femoral neck, lumbar spine, and proximal and distal forearm after 1 y; examine whether effects varied by baseline serum 25-hydroxyvitamin D [25(OH)D] concentration, and estimate treatment effects for each 25(OH)D subgroup. Results: Eleven RCTs were included. Nine comprising 1439 participants provided IPD (86% females, mean baseline 25(OH)D = 36.3 nmol/L). Vitamin D supplementation had a small overall effect on total hip areal BMD (weighted mean difference = 6.8; 95% confidence interval: 0.7, 12.9 mg/cm²; I² = 7.2%), but no effects on other outcomes. There was no clear evidence of linear or nonlinear interactions between baseline 25(OH)D and treatment; effects were similar in baseline 25(OH)D subgroups (cutoff of 35 or 50 nmol/L). The evidence was of high certainty. Conclusions: Clinically important benefits for bone density from 1-y vitamin D supplementation in healthy children and adolescents, regardless of baseline vitamin D status, are unlikely. However, our findings are mostly generalizable to White postpubertal girls and do not apply to those with baseline 25(OH)D outside the studied range or with symptomatic vitamin D deficiency (e.g., rickets). This study was preregistered at PROSPERO as CRD42017068772. https://www.crd.york.ac.uk/prospero/display_record.php?ID=CRD42017068772