The vitamin D binding protein (DBP), encoded by the group-specific component (GC) gene, is a component of the vitamin D system. In a genome-wide association study of DBP concentration in 65,589 neonates we identify 26 independent loci, 17 of which are in or close to the GC gene, with fine-mapping identifying 2 missense variants on chromosomes 12 and 17 (within SH2B3 and GSDMA, respectively). When adjusted for GC haplotypes, we find 15 independent loci distributed over 10 chromosomes. Mendelian randomization analyses identify a unidirectional effect of higher DBP concentration and (a) higher 25-hydroxyvitamin D concentration, and (b) a reduced risk of multiple sclerosis and rheumatoid arthritis. A phenome-wide association study confirms that higher DBP concentration is associated with a reduced risk of vitamin D deficiency. Our findings provide valuable insights into the influence of DBP on vitamin D status and a range of health outcomes.