Background Vitamin D may regulate the innate immune system, and randomised controlled trials suggest a beneficial effect of vitamin D supplementation against acute respiratory tract infections. By using a Mendelian randomisation approach, we tested the hypothesis that low 25-hydroxyvitamin D is associated with increased risk of bacterial pneumonia in observational and genetic analyses. Methods We genotyped 116 335 randomly chosen white Danes aged 20 to 100 from the Copenhagen City Heart Study and Copenhagen General Population Study for plasma 25-hydroxyvitamin D decreasing genetic variants around CYP2R1 (rs117913124, rs12794714 and rs10741657), DHCR7 (rs7944926 and rs11234027), GEMIN2 (rs2277458) and HAL (rs3819817). Information on plasma 25-hydroxyvitamin D was available on 35 833 individuals. Individuals were followed from 1981 through 2018 for hospital diagnoses of bacterial pneumonias. Results During up to 38 years follow-up, we observed 6342 bacterial pneumonias in observational analyses and 13 916 in genetic analyses. In observational analyses, multivariable adjusted HR for bacterial pneumonias was 1.27 (95% CI: 1.16 to 1.40) for individuals with 25-hydroxyvitamin D<25 nmol/L compared with those with ≥25 nmol/L. In genetic analyses, the OR for bacterial pneumonia per 10 nmol/L lower plasma 25-hydroxyvitamin D was 1.12 (95% CI: 1.02 to 1.23) in Wald's ratio, 1.12 (95% CI: 1.04 to 1.20) in inverse-variance weighted, 1.63 (95% CI: 0.96 to 2.78) in MR-Egger and 1.15 (95% CI: 1.05 to 1.26) in weighted median instrumental variable analysis. This association was strongest for genetic variants around CYP2R1. There was no observational or genetic evidence to support that 25-hydroxyvitamin D is associated with risk of urinary tract infections, skin infections, sepsis or gastroenteritis, which were used as negative control outcomes. Conclusions Low vitamin D is associated observationally and genetically with increased risk of bacterial pneumonias.