There is a believe that since patients with anemia are low in vitamin D, taking vitamin D daily will help reduce the problem. Not so says some recent research.
The articles linked to above studied data from a trial on the Effect of Vitamin D on Mortality in Heart Failure. It's conclusion was that a daily supplement does not prevent or improve aneia in patients with advanced heart failure, including those with chronic kideny disease.
This result is a little bit controversial because “Our data challenge the clinical relevance of vitamin D supplementation to increase Hb levels,” Dr Zitterman and his colleagues stated. The results disagree with a recent meta-analysis on the subject purporting vitamin D benefits, but agree with several other randomized controlled trials.
We will have to wait for more research on this topic. However it doesn't mean you should instantly stop taking vitamin D if it is perscribed by your doctor at the present moment.