Steroid hormones may enter cells by diffusion through the plasma membrane. However, we demonstrate here that some steroid hormones are taken up by receptor-mediated endocytosis of steroid-carrier complexes. We show that 25-(OH) vitamin D₃ in complex with its plasma carrier, the vitamin D–binding protein, is filtered through the glomerulus and reabsorbed in the proximal tubules by the endocytic receptor megalin. Endocytosis is required to preserve 25-(OH) vitamin D₃ and to deliver to the cells the precursor for generation of 1,25-(OH)₂ vitamin D₃, a regulator of the calcium metabolism. Megalin^−/− mice are unable to retrieve the steroid from the glomerular filtrate and develop vitamin D deficiency and bone disease.