Circulating concentrations of 25(OH)D are often reported to be positively associated with measures of physical activity. However, it is unclear if this relationship is causal and evidence from carefully designed interventional randomised controlled trials (RCTs) is lacking. Cross-sectional associations could be explained by differences in diet, UV exposure and/or other aspects of lifestyle. In the VitaDEx project, we speculated that exercise-induced lipid mobilisation may also mobilise vitamin D3 sequestered in adipose tissue and thus help maintain vitamin D status and metabolism. Adipose tissue accumulates substantial amounts of lipophilic vitamin D3. To test this hypothesis, we conducted two randomised controlled trials in men and women in the South-west of England and one cross-sectional observational study (lean versus overweight). Our acute randomised cross-over trial found that a single bout of moderate intensity exercise transiently increases concentrations of circulating 25(OH)D and 1,25(OH)2D3 compared to resting conditions. Our chronic parallel-arm RCT examined the impact of a 10-week exercise intervention (without weight loss) in overweight men and women during the winter months when there is no vitamin D synthesis in this part of the UK. Serum 25(OH)D and 1,25(OH)2D3 declined in the control group during winter but, in the exercise group, serum 1,25(OH)2D3 was completely maintained and the seasonal decline in 25(OH)D was ameliorated. Interestingly, there was no difference in d3-25(OH)D3 half-life between groups, the decline in adipose tissue vitamin D3 over 10-weeks of winter was similar in both groups, and there was no difference in the expression of genes involve in vitamin D metabolism in adipose tissue. Collectively, these data indicate that exercise exerts positive effects on vitamin D metabolism and status – with both acute transient effects around each exercise bout as well as longitudinal changes in resting 25(OH)D and 1,25(OH)2D3. Interestingly, the effects of exercise on 1,25(OH)2D3 appear to be unique and distinct from the effects from vitamin D supplementation. Thus, increasing exercise and/or physical activity may be an adjunct to alternative strategies that target vitamin D metabolism and status. This possibility opens up new opportunities for clinical interventions and policy changes targeting public health. It also highlights the importance of physical activity measurement for studies that examine vitamin D metabolism and/or vitamin D interventions (e.g., supplementation).